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因子投资模型，基于简化OLS回归计算Fama-French因子暴露与因子收益分解。适用于因子投资理论与实践的。回归未做异方差、自相关稳健性处理，不适用于实盘因子投资，不构成投资建议。
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| name | factor-investing |
| description | 因子投资模型，基于简化OLS回归计算Fama-French因子暴露与因子收益分解。适用于因子投资理论与实践的。回归未做异方差、自相关稳健性处理，不适用于实盘因子投资，不构成投资建议。 |
| version | 1.0.0 |
| author | wangyi |
因子投资构建工具，基于 Fama-French 三因子模型计算因子暴露、构建纯因子组合，仅使用 Python 标准库。
📌 说明：本工具基于简化模型实现，仅使用 Python 标准库。结果仅供学习参考，不构成投资建议。
ols_regression(Y, X)普通最小二乘回归。 必填: Y, X
factor_exposure_analysis(asset_returns, factor_returns, factor_names)计算单一资产的因子暴露。 必填: asset_returns, factor_returns, factor_names
multi_asset_factor_analysis(asset_returns_matrix, factor_returns, factor_names, asset_names)多资产因子暴露分析。 必填: asset_returns_matrix, factor_returns, factor_names, asset_names
pure_factor_portfolio(factor_returns, factor_names, target_factor, cov_matrix=None)构建纯因子组合。 必填: factor_returns, factor_names, target_factor
factor_mimicking_portfolio(asset_returns, factor_returns, factor_names, asset_names, target_factor)构建因子模拟组合（用资产组合模拟因子收益）。 必填: asset_returns, factor_returns, factor_names, asset_names, target_factor
python scripts/main.py \
--asset-returns <asset_returns> \
--factor-returns <factor_returns> \
--factor-names <factor_names> \
--asset-names <asset_names> \
--target-factor <target_factor>