Metadata-Version: 2.1
Name: F4RATK
Version: 2020.2
Summary: A Fama/French Finance Factor Regression Analysis Toolkit.
Home-page: https://codeberg.org/toroettg/4FRATK
Author: Tobias Röttger
Author-email: dev@roettger-it.de
License: AGPL-3.0-only
Project-URL: Issue Tracker, https://codeberg.org/toroettg/4FRATK/issues
Project-URL: Source Code, https://codeberg.org/toroettg/4FRATK
Keywords: finance,fama,regression
Platform: UNKNOWN
Classifier: Topic :: Scientific/Engineering :: Information Analysis
Classifier: Topic :: Office/Business :: Financial
Classifier: Topic :: Utilities
Classifier: Development Status :: 4 - Beta
Classifier: Operating System :: OS Independent
Classifier: Environment :: Console
Classifier: Intended Audience :: Science/Research
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: Natural Language :: English
Classifier: License :: OSI Approved :: GNU Affero General Public License v3
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3 :: Only
Classifier: Programming Language :: Python :: 3.8
Classifier: Programming Language :: Python :: 3.9
Classifier: Typing :: Typed
Requires-Python: >=3.8
Description-Content-Type: text/markdown
Requires-Dist: appdirs
Requires-Dist: pandas
Requires-Dist: pandas-datareader
Requires-Dist: requests-cache
Requires-Dist: statsmodels
Requires-Dist: click
Requires-Dist: xlrd
Provides-Extra: build
Requires-Dist: flake8 ; extra == 'build'
Requires-Dist: flake8-isort ; extra == 'build'
Requires-Dist: flake8-black ; extra == 'build'
Requires-Dist: black ; extra == 'build'

# F4RATK

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A Fama/French Finance Factor Regression Analysis Toolkit.

## 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.

## Quickstart

### Installation

Obtain the latest released version of F4RATK using pip:

`pip install 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 data of a CSV file.
  history  Display historic factor returns.
  ticker   Analyze data for 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.

## Notice

Based on the works of [Rand Low] and [DD].

[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

[Rand Low]: https://randlow.github.io/posts/finance-economics/asset-pricing-regression
[DD]: https://www.codingfinance.com/post/2019-07-01-analyze-ff-factor-python


