Refactor research pipeline and add webapp

2026-07-31 08:33:52 -04:00
parent 47672c76bf
commit 69a0d51f3c
23 changed files with 4841 additions and 707 deletions
@@ -0,0 +1,31 @@
+"""Shared research utilities for Factor Risk Decomposition."""
+
+from .research import (
+    FF_FACTOR_COLUMNS,
+    ArtifactError,
+    ArtifactSpec,
+    block_indices,
+    decile_long_returns,
+    fama_french_alpha,
+    fama_french_regression,
+    form_decile_portfolios,
+    marchenko_pastur,
+    momentum_signal,
+    series_metrics,
+    validate_artifacts,
+)
+
+__all__ = [
+    "FF_FACTOR_COLUMNS",
+    "ArtifactError",
+    "ArtifactSpec",
+    "block_indices",
+    "decile_long_returns",
+    "fama_french_alpha",
+    "fama_french_regression",
+    "form_decile_portfolios",
+    "marchenko_pastur",
+    "momentum_signal",
+    "series_metrics",
+    "validate_artifacts",
+]