Factor Engine: A Python Library for Systematic Financial Factor Computation and Analysis

By Ata Keskin

Published 2025-07-27

Everscope rating
1513.8
Relevance to quantitative trading
9 / 10
Implementation complexity
5 / 10
Reproducibility
4 / 5

About this paper

Methodology: Decorator-Based Factor Computation Engine with Empirical Validation. Problem types: Portfolio Optimization, Risk Management, Algorithmic Execution, Pairs Trading, Classification, Regression.

arXiv:2602.14138 ยท Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.