pairs_factors
Decompose trading returns into systematic factors to analyze performance drivers and identify risk exposures in backtest results.
Instructions
Decompose returns into systematic factors
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| backtest_result | Yes | ||
| factors | No | ||
| factor_returns | No | ||
| include_residuals | No | ||
| analysis_period | No | ||
| confidence_level | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||