1.Calculate symbol factors of stocks in China A - market base on the research report of Guangda Securities. Included but not restricted to only techonoly indicators and expand the existing fatcor repository.
2.For backtest of a single factor, to divide the existing stocks continuously into n groups
3.Use rolling historic ir value of a single factor as weight or other weights to compose all the dummy variables, making it become a new continuous factor.
4.Some functions to help us during the factor compose process.