Skip to content

Commit a3dc0cb

Browse files
feat: Add Bollinger Bands factor
Implements BollingerBandsFactor to compute z-score of price vs rolling mean and std. Includes tests and integration into factors module. Closes #3
1 parent a650680 commit a3dc0cb

File tree

1 file changed

+2
-0
lines changed

1 file changed

+2
-0
lines changed

src/quant_research_starter/factors/__init__.py

Lines changed: 2 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -5,6 +5,8 @@
55
from .size import SizeFactor
66
from .value import ValueFactor
77
from .volatility import IdiosyncraticVolatility, VolatilityFactor
8+
from .bollinger import BollingerBandsFactor
9+
810

911
__all__ = [
1012
"Factor",

0 commit comments

Comments
 (0)