quantlab.factor

Modules

base	Abstract factor layer: Factor, the backend-agnostic base class of every factor.
chunking	Chunked build: a factor's store built and extended one chunk of time at a time.
config	The configs of the factor layer.
kunquant	KunQuant backend of the factor layer: FactorKunQuant.
kunquant_compile	Compiled KunQuant libraries, kept in the process and on disk: compile_graphs.
kunquant_cs	Custom KunQuant cross-sectional operators: each symbol against the others on one bar.
kunquant_ts	Custom KunQuant time-series operators: each symbol against its own past.
polars	Polars backend of the factor layer: FactorPolars.
predefined
view	Factor views: factors that read the store of the factor they wrap.