We read every piece of feedback, and take your input very seriously.
To see all available qualifiers, see our documentation.
There was an error while loading. Please reload this page.
1 parent 9f99632 commit af12d1aCopy full SHA for af12d1a
src/quant_research_starter/examples/benchmark/benchmark_factors.py
@@ -6,18 +6,20 @@
6
"""
7
8
import time
9
+
10
import numpy as np
11
import pandas as pd
12
13
from quant_research_starter.factors import (
14
+ BollingerBandsFactor,
15
+ IdiosyncraticVolatility,
16
MomentumFactor,
- ValueFactor,
17
SizeFactor,
18
+ ValueFactor,
19
VolatilityFactor,
- IdiosyncraticVolatility,
- BollingerBandsFactor,
20
)
21
22
23
def generate_synthetic_prices(n_assets: int = 500, n_days: int = 252 * 3) -> pd.DataFrame:
24
"""Generate synthetic random walk price data for testing."""
25
np.random.seed(42)
0 commit comments