Research

The research module provides tools for quantitative research and analysis. It includes functions for generating quantile portfolios, scaling returns by volatility and beta, running Fama-French regressions, and other research utilities.

generate_quantile_ports	Generate quantile portfolios from signal data with vol and beta scaling.
vol_scale_ports	Scale portfolio returns to a target volatility level in place.
beta_scale_ports	Scale portfolio returns to a target beta relative to a market benchmark in place.
run_ff_regression	Run a Fama-French 5-factor regression on a single portfolio's returns.
run_quantile_ff_regression	Run Fama-French 5-factor regressions on portfolio returns.
get_signal_stats	Compute statistical measures of a signal column.
get_signal_distribution	Plot the distribution of a signal column as a histogram.