quantlab.analysis.factor\_report
================================

.. automodule:: quantlab.analysis.factor_report
   :no-members:



.. rubric:: Classes

.. autosummary::
   :toctree:
   :nosignatures:

   FactorAnalysis
   FactorAnalyzer
   FactorReportFigure
   Fret
   PairAnalysis





.. rubric:: Functions

.. autosummary::
   :toctree:
   :nosignatures:

   long_short_statistics
   most_common_spacing
   newey_west_lags
   newey_west_t_stat
   pair_cumulative_ic