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Author:
None
License:
GPL-3.0
Summary:
Time series factor models for robust portfolio construction and risk analysis
Latest version:
0.1.1
Required dependencies:
mlxtend
|
numba
|
numpy
|
pandas
|
polars
|
pyarrow
|
scikit-learn
|
scipy
|
statsmodels
Optional dependencies:
black
|
matplotlib
|
mypy
|
plotly
|
pytest
|
pytest-cov
|
rpy2
|
ruff
|
seaborn
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