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A comment on Show HN: Eiten – open-source tool for portfolio optimization. Parent comment

Re:Show HN: Eiten – open-source tool for portfolio optimization by iav on Thursday September 10, 2020 @08:52AM (#24431837)
Does the code have any factor investing features at all right now? I was just reading about alpha lens, another project focused on performance attribution of factors. To avoid reinventing the wheel, are there any other libraries that can be leveraged to add factors - so portfolios are constructed to go long and/or short a certain factor like sustainability or etc.

[1] https://github.com/quantopian/alphalens

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Re:Show HN: Eiten – open-source tool for portfolio optimization by hydershykh on Thursday September 10, 2020 @12:37PM (#24433919)
I will try to modify it such that it's easy to add factors. Thanks for sharing this.
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