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opentaps / open-climate-investing

Application and data for analyzing and structuring portfolios for climate investing.
https://climate-investing-book.opensourcestrategies.com/v/main/book
GNU Affero General Public License v3.0
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adjust factor table schema and code to allow for more than FF factors #18

Open mattbowler opened 2 years ago

mattbowler commented 2 years ago

At the moment, we have a table that is specifically designed for the 4-factor Fama-French factors. It might be a better design to have a long table with factor names and dates that allow for other factors besides FF, and that the user can specify as part of using everything.