FactorLab is a python library which enables the transformation of raw data into informative alpha and risk factors used in the investment algorithm development process. It includes time series data resampling, stationarity and structural break tests, feature and target transformations, signal processing, time series forecasting and machine learning methods, feature screening and importance, hypothesis testing and statistical analysis.
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FactorLab is a python library which enables the transformation of raw data into informative alpha and risk factors used in the investment algorithm development process.
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wesley1001/factorlab
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FactorLab is a python library which enables the transformation of raw data into informative alpha and risk factors used in the investment algorithm development process.
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