# FactorAnalyser
FactorAnalyser is a powerful toolkit designed to analyze cross-sectional factors and optimize alpha strategies. It comprises two core components: **FactorBacktester** and **FactorFactory**, each providing essential functionalities for comprehensive factor analysis.
## FactorBacktester
FactorBacktester is dedicated to backtesting cross-sectional factors. Key features include:
- Computing rankICs, quantile returns, and factor returns through various methods.
- **Planned Enhancements**:
1. **Risk Evaluation Module**: Implement a risk assessment framework (e.g., Barra) to evaluate factor risks.
2. **Base Correlation Integration**: Add correlation analysis with baseline factors to improve model robustness.
3. **IC Attenuation Testing**: Develop lead-lag tests to measure IC variation over time, evaluating IC attenuation over n days.
## FactorFactory
FactorFactory is designed to streamline the creation and management of cross-sectional factors. It is tightly integrated with FactorBacktester, offering advanced capabilities for factor refinement and analysis.
## Example
For detailed usage, please refer to the [functional demo](Functional%20Demo.ipynb) included in the repository.
## License
This project is released under the [MIT License](LICENSE). Please note that **FactorAnalyser** is still in active development, and feedback or contributions are welcome!
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"description": "# FactorAnalyser\n\nFactorAnalyser is a powerful toolkit designed to analyze cross-sectional factors and optimize alpha strategies. It comprises two core components: **FactorBacktester** and **FactorFactory**, each providing essential functionalities for comprehensive factor analysis.\n\n## FactorBacktester\n\nFactorBacktester is dedicated to backtesting cross-sectional factors. Key features include:\n- Computing rankICs, quantile returns, and factor returns through various methods.\n- **Planned Enhancements**:\n 1. **Risk Evaluation Module**: Implement a risk assessment framework (e.g., Barra) to evaluate factor risks.\n 2. **Base Correlation Integration**: Add correlation analysis with baseline factors to improve model robustness.\n 3. **IC Attenuation Testing**: Develop lead-lag tests to measure IC variation over time, evaluating IC attenuation over n days.\n\n## FactorFactory\n\nFactorFactory is designed to streamline the creation and management of cross-sectional factors. It is tightly integrated with FactorBacktester, offering advanced capabilities for factor refinement and analysis.\n\n## Example\n\nFor detailed usage, please refer to the [functional demo](Functional%20Demo.ipynb) included in the repository.\n\n## License\n\nThis project is released under the [MIT License](LICENSE). Please note that **FactorAnalyser** is still in active development, and feedback or contributions are welcome!\n",
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