Metadata-Version: 2.1
Name: factorlab
Version: 0.1.34
Summary: Python library which enables the discovery and analysis of alpha and risk factors used in the investment algorithm development process
License: Apache-2.0
Author: Systamental
Requires-Python: >=3.9
Classifier: License :: OSI Approved :: Apache Software License
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.9
Classifier: Programming Language :: Python :: 3.10
Classifier: Programming Language :: Python :: 3.11
Classifier: Programming Language :: Python :: 3.12
Requires-Dist: clarabel (>=0.9.0)
Requires-Dist: cvxopt (>=1.3.2)
Requires-Dist: cvxpy (>=1.4.3)
Requires-Dist: matplotlib (>=3.6.0)
Requires-Dist: numpy (>=1.23.3)
Requires-Dist: openpyxl (>=3.0.10)
Requires-Dist: pandas (>=2.2.1)
Requires-Dist: plotly (>=5.11.0)
Requires-Dist: scikit-learn (>=1.4.1)
Requires-Dist: scipy (>=1.9.1) ; python_version >= "3.9" and python_version < "3.12"
Requires-Dist: seaborn (>=0.12.1)
Requires-Dist: statsmodels (>=0.13.2)
Requires-Dist: xgboost (==2.0.3)
Description-Content-Type: text/markdown

![](factorlab_logo.jpeg)


# factorlab

Python library which enables the transformation of raw data into informative alpha and risk factors used in the investment algorithm development process

## Installation

```bash
$ pip install factorlab
```

## Usage

- TODO

## Contributing

Interested in contributing? Check out the contributing guidelines. Please note that this project is released with a Code of Conduct. By contributing to this project, you agree to abide by its terms.

## License

`factorlab` was created by Systamental. It is licensed under the terms of the Apache License 2.0 license.

## Credits

`factorlab` was created with [`cookiecutter`](https://cookiecutter.readthedocs.io/en/latest/) and the `py-pkgs-cookiecutter` [template](https://github.com/py-pkgs/py-pkgs-cookiecutter).

