fincore.factor_analysis

Factor analysis is a first-class canonical domain. Its layers are explicit:

Module	Responsibility
data	factor cleaning and forward-return preparation
analysis	factor model calculation
performance	returns, information coefficient, turnover, weights
portfolio	typed portfolio inputs
costs	transaction-cost, borrow, and capacity ledger
inference	post-analysis and Fama-MacBeth inference
pit	causal point-in-time factor materialisation
render_matplotlib and tears	optional explicit renderers

from fincore.factor_analysis.analysis import analyze_factor
from fincore.factor_analysis.data import get_clean_factor_and_forward_returns
from fincore.factor_analysis.performance import mean_return_by_quantile

Install fincore[visualization] only when invoking matplotlib rendering.