PyRank

Factor Model Python Packages

Python packages with the GitHub topic factor-model. Sorted by monthly downloads, with stars and forks.
wecarsoniv
augmented-pca

Repository for the AugmentedPCA Python package.

8K 12 0
factorpricingmodel
factor-pricing-model-risk-model

Package to build risk model for factor pricing model

344 32 5
factorpricingmodel
factor-pricing-model-universe

Package to build universes for factor pricing model

202 3 1
wanxinwanxin
riskprism

Open-source Barra-style US equity factor risk model — daily estimation, weekly builds, public validation. Free artifacts, MCP server for AI agents.

170 10 1
Jiangki
ledge-portfolio

Factor-structured mean-variance portfolio optimization for Rust and Python

150 1 0