Metadata-Version: 2.1
Name: f4ratk
Version: 2023.1
Summary: A Fama/French Finance Factor Regression Analysis Toolkit.
Home-page: https://codeberg.org/toroettg/f4ratk
License: AGPL-3.0-only
Keywords: finance,fama,regression
Author: Tobias Röttger
Author-email: dev@roettger-it.de
Requires-Python: >=3.8.1,<3.12
Classifier: Development Status :: 4 - Beta
Classifier: Environment :: Console
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: Intended Audience :: Science/Research
Classifier: License :: OSI Approved :: GNU Affero General Public License v3
Classifier: Natural Language :: English
Classifier: Operating System :: OS Independent
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.9
Classifier: Programming Language :: Python :: 3.10
Classifier: Programming Language :: Python :: 3.11
Classifier: Topic :: Office/Business :: Financial
Classifier: Topic :: Scientific/Engineering :: Information Analysis
Classifier: Topic :: Utilities
Classifier: Typing :: Typed
Provides-Extra: server
Provides-Extra: server-engine
Requires-Dist: PyYAML (==6.0)
Requires-Dist: appdirs (==1.4.4)
Requires-Dist: click (==8.1.3)
Requires-Dist: flask (==2.2.2) ; extra == "server"
Requires-Dist: flask-caching (==2.0.2) ; extra == "server"
Requires-Dist: gunicorn (==20.1.0) ; extra == "server-engine"
Requires-Dist: importlib_metadata (==6.0.0)
Requires-Dist: marshmallow (==3.19.0) ; extra == "server"
Requires-Dist: pandas (==1.5.3)
Requires-Dist: pandas-datareader (==0.10.0)
Requires-Dist: requests-cache (==0.9.8)
Requires-Dist: scipy (==1.10.0)
Requires-Dist: statsmodels (==0.14.0)
Requires-Dist: xlrd (==2.0.1)
Requires-Dist: yahooquery (==2.3.1)
Project-URL: Donate, https://liberapay.com/f4ratk/donate
Project-URL: Issue Tracker, https://codeberg.org/toroettg/f4ratk/issues
Project-URL: Repository, https://codeberg.org/toroettg/f4ratk
Project-URL: Source Code, https://codeberg.org/toroettg/f4ratk
Description-Content-Type: text/markdown

# 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

