# f4ratk
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A Fama/French Finance Factor Regression Analysis Toolkit.
The deployed project is provided at https://f4ratk.web.app.
## Here be dragons
This project is experimental: it does not provide any guarantees and its
results are not rigorously tested. It should not be used by itself as a
basis for decision‐making.
If you would like to join, please see [CONTRIBUTING] for guidelines.
## Features
The following lists some main use cases, this software can assist you.
- Analyze stock quotes of a ticker symbol.
- Analyze arbitrary performance data from file.
- Display historic factor returns.
- Estimate excess returns based on regression results.
## Quickstart
### Installation
Obtain the latest released version of f4ratk using pip:
`pip install -U f4ratk`
### Usage
Run the program to see an interactive help. Note that each listed
command also provides an individual help.
`f4ratk --help`
```lang-none
Usage: f4ratk [OPTIONS] COMMAND [ARGS]...
Options:
-v, --verbose Increase output verbosity.
--about Display program information and exit.
--help Show this message and exit.
Commands:
convert Convert files to the 'file' command format.
file Analyze a CSV file.
history Display historic factor returns.
portfolio Analyze a portfolio file.
ticker Analyze a ticker symbol.
```
Adjust the program arguments according to your problem.
Then run your regression analysis similar to the following.
#### Examples
```lang-sh
f4ratk ticker USSC.L US USD
f4ratk file ./input.csv DEVELOPED EUR PRICE --frequency=MONTHLY
```
## License
This project is licensed under the GNU Affero General Public License
version 3 (only). See [LICENSE] for more information and [COPYING]
for the full license text.
[CONTRIBUTING]: https://codeberg.org/toroettg/f4ratk/src/branch/main/CONTRIBUTING.md
[LICENSE]: https://codeberg.org/toroettg/f4ratk/src/branch/main/LICENSE
[COPYING]: https://codeberg.org/toroettg/f4ratk/src/branch/main/COPYING
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