factors CLI

Command-line interface for the factors unified factor library.

Overview

The factors CLI provides easy access to the comprehensive factor library for quantitative finance. It enables factor discovery, introspection, and computation directly from the command line.

Installation

cargo install factors-bin

Or build from source:

cargo build --release
./target/release/factors --help

Usage

List All Available Factors

Display all registered factors grouped by category:

factors list

Show Factor Information

Get detailed information about a specific factor, including its description, required inputs, and parameters:

factors info short_term_momentum
factors info book_to_price
factors info market_beta

Compute Factors

Compute a specific factor for a given symbol (placeholder implementation):

factors compute AAPL --factor short_term_momentum
factors compute MSFT --factor earnings_yield

Available Factors

The CLI provides access to all factors in the library, organized by category:

• Momentum: Short-term, medium-term, and long-term momentum
• Value: Book-to-price, earnings yield, FCF yield
• Quality: ROE, ROA, profit margin, leverage
• Size: Log market cap
• Volatility: Market beta, historical volatility
• Growth: Earnings growth, sales growth
• Liquidity: Turnover ratio, Amihud illiquidity

Examples

# List all factors
factors list

# Get information about ROE
factors info roe

# Compute short-term momentum for AAPL
factors compute AAPL --factor short_term_momentum

License

MIT