Package: factorweave 0.1.0

Factor Weave

factorweave: Factor Weave Quant-Factor Data API Client

R client for the Factor Weave quant-factor data API (<https://factorweave.com/>). Daily factor scores, vector similarity search, leak-free forward-return labels, and derived market analytics (factor dispersion, regime, risk-cluster tags, 32-D embeddings) for ~12,000 US-listed tickers. Factor Weave is a research substrate: factor similarity does not forecast returns (cross-sectional information coefficient is statistically zero on a leak-free test); only risk-coherence shows a meaningful signal.

Authors:Factor Weave [aut, cre]

factorweave_0.1.0.tar.gz
factorweave_0.1.0.zip(r-4.7-any)factorweave_0.1.0.zip(r-4.6-any)factorweave_0.1.0.zip(r-4.5-any)
factorweave_0.1.0.tgz(r-4.6-any)factorweave_0.1.0.tgz(r-4.5-any)
factorweave_0.1.0.tar.gz(r-4.7-any)factorweave_0.1.0.tar.gz(r-4.6-any)
factorweave_0.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
factorweave/json (API)

# Install 'factorweave' in R:
install.packages('factorweave', repos = c('https://blazing-customs.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/blazing-customs/factorweave-tools/issues

On CRAN:

Conda:

api-clientbacktestingfactor-investingfinancemcppythonquantvector-similarity

2.60 score 2 stars 3 scripts 13 exports 14 dependencies

Last updated from:2cd815731a (on main). Checks:7 WARNING, 2 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develWARNING133
source / vignettesOK167
linux-releaseWARNING102
macos-releaseWARNING136
macos-oldrelWARNING172
windows-develWARNING62
windows-releaseWARNING53
windows-oldrelWARNING52
wasm-releaseOK83

Exports:fw_clientfw_embeddingfw_featuresfw_healthfw_labelsfw_latest_featuresfw_manifestfw_market_contextfw_report_cardfw_risk_clusterfw_similarfw_topfw_usage

Dependencies:askpassclicurlgluehttr2jsonlitelifecyclemagrittropensslR6rlangsysvctrswithr