Perform various data analysis on SEC 13-F and obtain some insights of fund activities such as number of holdings, AUM, and change of holdings between two quarters.
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Reduce dimensionality of multivariate data using PCA with varimax rotation. Use when you have many correlated variables and need to identify underlying factors or reduce collinearity.
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설치 방법 보기설치하기 전에 에이전트에게 전달되는 지시 내용을 확인할 수 있습니다.
Principal Component Analysis (PCA) reduces many correlated variables into fewer uncorrelated components. Varimax rotation makes components more interpretable by maximizing variance.
from sklearn.preprocessing import StandardScaler
from factor_analyzer import FactorAnalyzer
# Standardize data first
scaler = StandardScaler()
X_scaled = scaler.fit_transform(X)
# PCA with varimax rotation
fa = FactorAnalyzer(n_factors=4, rotation='varimax')
fa.fit(X_scaled)
# Get factor loadings
loadings = fa.loadings_
# Get component scores for each observation
scores = fa.transform(X_scaled)
When using PCA for contribution analysis with predefined categories:
# Include all variables from all categories in one matrix
all_vars = ['AirTemp', 'NetRadiation', 'Precip', 'Inflow', 'Outflow',
'WindSpeed', 'DevelopedArea', 'AgricultureArea']
X = df[all_vars].values
scaler = StandardScaler()
X_scaled = scaler.fit_transform(X)
# PCA on ALL variables together
fa = FactorAnalyzer(n_factors=4, rotation='varimax')
fa.fit(X_scaled)
scores = fa.transform(X_scaled)
Interpret loadings to map factors to categories (optional for understanding)
Use factor scores directly for R² decomposition
Important: Do NOT run separate PCA for each category. Run one global PCA on all variables, then use the resulting factor scores for contribution analysis.
Loadings show correlation between original variables and components:
| Loading | Interpretation |
|---|---|
| > 0.7 | Strong association |
| 0.4 - 0.7 | Moderate association |
| < 0.4 | Weak association |
import pandas as pd
from sklearn.preprocessing import StandardScaler
from factor_analyzer import FactorAnalyzer
# Variables: gdp, unemployment, inflation, interest_rate, exports, imports
df = pd.read_csv('economic_data.csv')
variables = ['gdp', 'unemployment', 'inflation',
'interest_rate', 'exports', 'imports']
X = df[variables].values
scaler = StandardScaler()
X_scaled = scaler.fit_transform(X)
fa = FactorAnalyzer(n_factors=3, rotation='varimax')
fa.fit(X_scaled)
# View loadings
loadings_df = pd.DataFrame(
fa.loadings_,
index=variables,
columns=['RC1', 'RC2', 'RC3']
)
print(loadings_df.round(2))
# Check eigenvalues
eigenvalues, _ = fa.get_eigenvalues()
# Keep factors with eigenvalue > 1
n_factors = sum(eigenvalues > 1)
If you know how many categories your variables should group into, specify directly:
# Example: health data with 3 expected categories (lifestyle, genetics, environment)
fa = FactorAnalyzer(n_factors=3, rotation='varimax')
| Issue | Cause | Solution |
|---|---|---|
| Loadings all similar | Too few factors | Increase n_factors |
| Negative loadings | Inverse relationship | Normal, interpret direction |
| Low variance explained | Data not suitable for PCA | Check correlations first |
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Perform various data analysis on SEC 13-F and obtain some insights of fund activities such as number of holdings, AUM, and change of holdings between two quarters.
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AC branch pi-model power flow equations (P/Q and |S|) with transformer tap ratio and phase shift, matching `acopf-math-model.md` and MATPOWER branch fields. Use when computing branch flows in either direction, aggregating bus injections for nodal balance, checking MVA (rateA) limits, computing branch loading %, or debugging sign/units issues in AC power flow.
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Redact text from PDF documents for blind review anonymization
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Use when checking simplified ADA-derived plan-view bathroom accessibility constraints such as turning space, door clear width, toilet centerline, grab bars, and lavatory knee/toe clearance.
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Analyze failed GitHub Action jobs for a pull request.
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Use when extracting plan-view architectural geometry from DXF files with semantic CAD layers, especially when outputs must normalize rooms, doors, fixtures, clearances, and grab bars into machine-checkable JSON.
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