Show HN: Openfactor – A multi factor risk model

Category: library

Tags: quantitative-finance, risk-model, portfolio-analysis

Score: 7.0/10 (Innovation: 6, Technical: 7, Documentation: 8, Utility: 7)

OpenFactor is an open-source multi-factor equity risk model providing portfolio exposures, risk attribution, and idiosyncratic risk analytics. It offers a deterministic alternative to institutional vendor models with a comprehensive factor library and both Python and CLI interfaces. Its combination of open licensing, detailed factor coverage, and practical risk reporting tools makes it valuable for quantitative portfolio analysis.

Target audience: data engineers, backend devs, quantitative analysts

Repository: https://github.com/ralliesai/openfactor · Python · Apache-2.0 · 1 stars

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