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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.
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api-clientbacktestingfactor-investingfinancemcppythonquantvector-similarity
2.18 score 3 scripts