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## Engineering alpha factors | ||
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Based on a conceptual understanding of key factor categories, their rationale and popular metrics, a key task is to identify new factors that may better capture the risks embodied by the return drivers laid out previously, or to find new ones. | ||
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### Useful pandas and NumPy methods | ||
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NumPy and pandas are the key tools for custom factor computations. The Notebook [feature_engineering](feature_engineering.ipynb) contains examples of how to create various factors. | ||
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The notebook uses data generated by the notebook [create_datasets](../../data/create_datasets.ipynb) script in the data folder in the root directory of this GitHub repo and stored in HDF5 format for faster access. | ||
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See the notebook [storage_benchmarks](../../02_market_and_fundamental_data/04_storage_benchmark/storage_benchmark.ipynb) in the directory for Chapter 2, Market and Fundamental Data for a comparison of parquet, HDF5, and csv storage formats for pandas DataFrames. |
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