An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implement APT model, BARRA's risk model and dynamic multi-factor model in this project.
Could you please update this repository with a license? I am interested in your work and without a license I have to assume that I cannot use it in any way. If you would not like to open source it that is fine as well, but a license would also clarify this.