Features:

	- Risk Index Momentum Factor CRSP (1, 2)
	- Investing Factors Factor Model Shell (4, 5)
	- Investing Factors Factor Model - Code (6, 7)
	- Investing Factors Factor Model - Description (8, 9)
	- Investing Factors Factor Model - Set (10, 11)
	- Investing Factors Factor Model - Constructor (12, 13, 14)
	- Investing Factors Factor Model - Map (15, 16)
	- Investing Factors Factor Model - Add (17, 18, 19)
	- Investing Factors Factor Model - Contains (20, 21)
	- Investing Factors Factor Model - Set (22, 23)
	- Investing Factors Factor Model - Code Set (24, 25)
	- Investing Risk Index Market Factor (26, 27)
	- Investing Risk Index Market Factor - Constructor (28, 29, 30)
	- Investing Factor Component Loading Category (31, 32)


Bug Fixes/Re-organization:

	- Eliminate Factor Index Category #1 (33, 34)
	- Eliminate Factor Index Category #2 (35, 36)
	- Special Function Lanczos Estimator (37, 38, 39)
	- Special Function Lanczos Estimator - A Series (40, 41)
	- Special Function Lanczos Estimator - Constructor (42, 43)
	- Special Function Lanczos Estimator - Evaluate (44, 45, 46)
	- Special Function Lanczos Estimator - Series Estimate Native (47)
	- Special Function Log Gamma Binet Integral First Kind Estimator (48, 49, 50)
	- Special Function Log Gamma Binet Integral First Kind Estimator - Constructor (51)
	- Special Function Log Gamma Binet Integral First Kind Estimator - Evaluate (52, 53, 54)
	- Special Function Log Gamma Binet Integral Second Kind Estimator (55, 56)
	- Special Function Log Gamma Binet Integral Second Kind Estimator - Constructor (57)
	- Special Function Log Gamma Binet Integral Second Kind Estimator - Evaluate (58, 59, 60)


Samples:

IdeaDRIP:

	- Factor Investing SKU v0.04 - 08:47 28 Feb 2024 (3)

IdeaDRIP/FactorInvesting/FI_v0.03

@@ -0,0 +1,39 @@
+
+ Factor Investing
+ ----------------
+ 1) Security Characteristics - aka Factors: Size, Low-volatility, Value, Momentum, Asset growth, Profitability, Leverage, Liquidity, Term, Carry - DONE
+ 2) Beta Tilt Direction - Towards (+ve), Away (-ve)
+ 3) Risk Premia Category - Corporates, Govvies, Equity, Commodities - DONE
+ 4) Value Factor - Difference between Intrinsic/Fundamental Value and Market Value - DONE
+ 5) Value Factor Metrics - P/E Ratio, P/B Ratio, P/S Ratio, Dividend Yield - DONE
+ 6) Low-volatility Factor - Portfolio acquires only low-volatility assets - DONE
+ 7) Momentum Factor - High returns over past 3-12 months minus Low returns over past 3-12 months, Returns Horizon, Momentum Lag - DONE
+ 8) Momentum Factor caused by seasonality (e.g., January effect) - DONE
+
+ Fama-French Three-Factor Model
+ ------------------------------
+ 1) Three Factors - Market Excess Return, Outperformance of Small versus Big Cap, Outperformance of High/low book-to-market (value)
+ 2) Market Factor - PRESENT/ABSENT
+ 3) Accounting Manipulation Proxy Factor - Replacement for the Value Factor
+ 4) CAPM - Single Factor, i.e., Market Factor
+ 5) Factor Component Loading - Weight, Returns, Score, Category - DONE
+ 6) Portfolio Type - Zero Investment or Zero Cost (Self Financing) - DONE
+ 7) Factor Portfolio - Asset Map of Factor Component Loading, Country, Is Global, Portfolio Type - DONE
+ 8) Factor Portfolio Ranker - Factor Component Loading vs Score Ordered Map, Component Ranking Scheme, Re-ranked Components, Top List, Bottom List, Weight Sign - DONE
+ 9) Factor - Code, Description, Metric Type, Factor Portfolio - DONE
+10) Factor Model - Model Code, Model Description, Collection of Factors
+11) Asset Factor Loading - Factor Returns, Factor, Asset Factor Beta, Beta Tilt Direction
+12) Factor Regressor - Asset Specification - DONE
+13) Risk Free Setting - Instrument (Treasury/LIBOR/OIS/SOFR), Tenor (e.g., 3M), Rate
+14) Factor Regressor Output - Collection of Asset Factor Loading, Factor Risk Free Premia, Alpha, Asset Returns, Asset Risk Premia
+15) Factor Regressor Function - Apply Risk Free Setting to Factor Regressor to generate Factor Regressor Output
+16) CAPM One-Factor Model - Market Factor
+17) Fama-French Three-Factor Model - Market Factor, Size Factor, Value Factor
+18) Mramor-Pahor Three-Factor Model - Market Factor, Size Factor, Accounting Manipulation Proxy Factor
+19) Fama-French Five-Factor Model - Market Factor, Size Factor, Value Factor, Profitability Factor, Investing Factor
+
+ Carhart Four-Factor Model
+ ------------------------------
+ 1) Four Factors - Market Excess Return, Outperformance of Small versus Big Cap, Outperformance of High/low book-to-market (value), Momentum Factor
+ 2) Market Portfolio Name - CRSP - DONE
+ 3) MOM Portfolio Name - UMD 12M winners minus 12M losers - DONE

IdeaDRIP/FactorInvesting/FI_v0.04

@@ -0,0 +1,39 @@
+
+  Factor Investing - DONE
+  -----------------------
+  -----------------------
+  1) Security Characteristics - aka Factors: Size, Low-volatility, Value, Momentum, Asset growth, Profitability, Leverage, Liquidity, Term, Carry - DONE
+  2) Risk Premia Category - Corporates, Govvies, Equity, Commodities - DONE
+  3) Value Factor - Difference between Intrinsic/Fundamental Value and Market Value - DONE
+  4) Value Factor Metrics - P/E Ratio, P/B Ratio, P/S Ratio, Dividend Yield - DONE
+  5) Low-volatility Factor - Portfolio acquires only low-volatility assets - DONE
+  6) Momentum Factor - High returns over past 3-12 months minus Low returns over past 3-12 months, Returns Horizon, Momentum Lag - DONE
+  7) Momentum Factor caused by seasonality (e.g., January effect) - DONE
+
+  Fama-French Three-Factor Model
+  ------------------------------
+  1) Three Factors - Market Excess Return, Outperformance of Small versus Big Cap, Outperformance of High/low book-to-market (value)
+  2) Market Factor - PRESENT/ABSENT - DONE
+  3) Accounting Manipulation Proxy Factor - Replacement for the Value Factor
+  4) CAPM - Single Factor, i.e., Market Factor
+  5) Factor Component Loading - Weight, Returns, Score, Category - DONE
+  6) Portfolio Type - Zero Investment or Zero Cost (Self Financing) - DONE
+  7) Factor Portfolio - Asset Map of Factor Component Loading, Country, Is Global, Portfolio Type - DONE
+  8) Factor Portfolio Ranker - Factor Component Loading vs Score Ordered Map, Component Ranking Scheme, Re-ranked Components, Top List, Bottom List, Weight Sign - DONE
+  9) Factor - Code, Description, Metric Type, Factor Portfolio - DONE
+ 10) Factor Model - Model Code, Model Description, Collection of Factors - DONE
+ 11) Asset Factor Loading - Factor Returns, Factor, Asset Factor Beta, Beta Tilt Direction
+ 12) Factor Regressor - Asset Specification - DONE
+ 13) Risk Free Setting - Instrument (Treasury/LIBOR/OIS/SOFR), Tenor (e.g., 3M), Rate
+ 14) Factor Regressor Output - Collection of Asset Factor Loading, Factor Risk Free Premia, Alpha, Asset Returns, Asset Risk Premia
+ 15) Factor Regressor Function - Apply Risk Free Setting to Factor Regressor to generate Factor Regressor Output
+ 16) CAPM One-Factor Model - Market Factor
+ 17) Fama-French Three-Factor Model - Market Factor, Size Factor, Value Factor
+ 18) Mramor-Pahor Three-Factor Model - Market Factor, Size Factor, Accounting Manipulation Proxy Factor
+ 19) Fama-French Five-Factor Model - Market Factor, Size Factor, Value Factor, Profitability Factor, Investing Factor
+
+  Carhart Four-Factor Model
+  ------------------------------
+  1) Four Factors - Market Excess Return, Outperformance of Small versus Big Cap, Outperformance of High/low book-to-market (value), Momentum Factor
+  2) Market Portfolio Name - CRSP - DONE
+  3) MOM Portfolio Name - UMD 12M winners minus 12M losers - DONE

IdeaDRIP/FactorInvesting/FI_v0.05

@@ -0,0 +1,39 @@
+
+  Factor Investing - DONE
+  -----------------------
+  -----------------------
+  1) Security Characteristics - aka Factors: Size, Low-volatility, Value, Momentum, Asset growth, Profitability, Leverage, Liquidity, Term, Carry - DONE
+  2) Risk Premia Category - Corporates, Govvies, Equity, Commodities - DONE
+  3) Value Factor - Difference between Intrinsic/Fundamental Value and Market Value - DONE
+  4) Value Factor Metrics - P/E Ratio, P/B Ratio, P/S Ratio, Dividend Yield - DONE
+  5) Low-volatility Factor - Portfolio acquires only low-volatility assets - DONE
+  6) Momentum Factor - High returns over past 3-12 months minus Low returns over past 3-12 months, Returns Horizon, Momentum Lag - DONE
+  7) Momentum Factor caused by seasonality (e.g., January effect) - DONE
+
+  Fama-French Three-Factor Model
+  ------------------------------
+  1) Three Factors - Market Excess Return, Outperformance of Small versus Big Cap, Outperformance of High/low book-to-market (value)
+  2) Market Factor - PRESENT/ABSENT - DONE
+  3) Accounting Manipulation Proxy Factor - Replacement for the Value Factor
+  4) CAPM - Single Factor, i.e., Market Factor
+  5) Factor Component Loading - Weight, Returns, Score, Category - DONE
+  6) Portfolio Type - Zero Investment or Zero Cost (Self Financing) - DONE
+  7) Factor Portfolio - Asset Map of Factor Component Loading, Country, Is Global, Portfolio Type - DONE
+  8) Factor Portfolio Ranker - Factor Component Loading vs Score Ordered Map, Component Ranking Scheme, Re-ranked Components, Top List, Bottom List, Weight Sign - DONE
+  9) Factor - Code, Description, Metric Type, Factor Portfolio - DONE
+ 10) Factor Model - Model Code, Model Description, Collection of Factors - DONE
+ 11) Asset Factor Loading - Factor Returns, Factor, Asset Factor Beta, Beta Tilt Direction
+ 12) Factor Regressor - Asset Specification - DONE
+ 13) Risk Free Setting - Instrument (Treasury/LIBOR/OIS/SOFR), Tenor (e.g., 3M), Rate
+ 14) Factor Regressor Output - Collection of Asset Factor Loading, Factor Risk Free Premia, Alpha, Asset Returns, Asset Risk Premia
+ 15) Factor Regressor Function - Apply Risk Free Setting to Factor Regressor to generate Factor Regressor Output
+ 16) CAPM One-Factor Model - Market Factor
+ 17) Fama-French Three-Factor Model - Market Factor, Size Factor, Value Factor
+ 18) Mramor-Pahor Three-Factor Model - Market Factor, Size Factor, Accounting Manipulation Proxy Factor
+ 19) Fama-French Five-Factor Model - Market Factor, Size Factor, Value Factor, Profitability Factor, Investing Factor
+
+  Carhart Four-Factor Model
+  ------------------------------
+  1) Four Factors - Market Excess Return, Outperformance of Small versus Big Cap, Outperformance of High/low book-to-market (value), Momentum Factor
+  2) Market Portfolio Name - CRSP - DONE
+  3) MOM Portfolio Name - UMD 12M winners minus 12M losers - DONE

ReleaseNotes/08_10_2023.txt

@@ -0,0 +1,41 @@
+
+Features:
+
+	- Risk Index Momentum Factor CRSP (1, 2)
+	- Investing Factors Factor Model Shell (4, 5)
+	- Investing Factors Factor Model - Code (6, 7)
+	- Investing Factors Factor Model - Description (8, 9)
+	- Investing Factors Factor Model - Set (10, 11)
+	- Investing Factors Factor Model - Constructor (12, 13, 14)
+	- Investing Factors Factor Model - Map (15, 16)
+	- Investing Factors Factor Model - Add (17, 18, 19)
+	- Investing Factors Factor Model - Contains (20, 21)
+	- Investing Factors Factor Model - Set (22, 23)
+	- Investing Factors Factor Model - Code Set (24, 25)
+	- Investing Risk Index Market Factor (26, 27)
+	- Investing Risk Index Market Factor - Constructor (28, 29, 30)
+	- Investing Factor Component Loading Category (31, 32)
+
+
+Bug Fixes/Re-organization:
+
+	- Eliminate Factor Index Category #1 (33, 34)
+	- Eliminate Factor Index Category #2 (35, 36)
+	- Special Function Lanczos Estimator (37, 38, 39)
+	- Special Function Lanczos Estimator - A Series (40, 41)
+	- Special Function Lanczos Estimator - Constructor (42, 43)
+	- Special Function Lanczos Estimator - Evaluate (44, 45, 46)
+	- Special Function Lanczos Estimator - Series Estimate Native (47)
+	- Special Function Log Gamma Binet Integral First Kind Estimator (48, 49, 50)
+	- Special Function Log Gamma Binet Integral First Kind Estimator - Constructor (51)
+	- Special Function Log Gamma Binet Integral First Kind Estimator - Evaluate (52, 53, 54)
+	- Special Function Log Gamma Binet Integral Second Kind Estimator (55, 56)
+	- Special Function Log Gamma Binet Integral Second Kind Estimator - Constructor (57)
+	- Special Function Log Gamma Binet Integral Second Kind Estimator - Evaluate (58, 59, 60)
+
+
+Samples:
+
+IdeaDRIP:
+
+	- Factor Investing SKU v0.04 - 08:47 28 Feb 2024 (3)

src/main/java/org/drip/investing/factors/Factor.java

@@ -118,7 +118,6 @@ public abstract class Factor
 	private String _description = "";
 	private FactorPortfolio _portfolio = null;
 	private int _metricType = Integer.MIN_VALUE;
-	private int _factorCategory = Integer.MIN_VALUE;
 	private FactorPortfolioRanker _portfolioRanker = null;
 
 	/**
@@ -127,7 +126,6 @@ public abstract class Factor
 	 * @param code Factor Code
 	 * @param description Factor Description
 	 * @param metricType Factor Metric Type
-	 * @param factorCategory Factor Category
 	 * @param portfolio Factor Portfolio
 	 * @param portfolioRanker Factor Portfolio Ranker
 	 * 
@@ -138,7 +136,6 @@ protected Factor (
 		final String code,
 		final String description,
 		final int metricType,
-		final int factorCategory,
 		final FactorPortfolio portfolio,
 		final FactorPortfolioRanker portfolioRanker)
 		throws Exception
@@ -152,7 +149,6 @@ protected Factor (
 
 		_metricType = metricType;
 		_description = description;
-		_factorCategory = factorCategory;
 	}
 
 	/**
@@ -188,17 +184,6 @@ public int metricType()
 		return _metricType;
 	}
 
-	/**
-	 * Retrieve the Factor Category
-	 * 
-	 * @return The Factor Category
-	 */
-
-	public int factorCategory()
-	{
-		return _factorCategory;
-	}
-
 	/**
 	 * Retrieve the Factor Portfolio
 	 * 

src/main/java/org/drip/investing/factors/FactorComponentLoading.java

@@ -120,13 +120,15 @@ public class FactorComponentLoading
 	private double _weight = Double.NaN;
 	private double _returns = Double.NaN;
 	private int _assetType = Integer.MIN_VALUE;
+	private int _factorCategory = Integer.MIN_VALUE;
 	private int _riskPremiumCategory = Integer.MIN_VALUE;
 
 	/**
 	 * FactorComponentLoading Constructor
 	 * 
 	 * @param assetID Asset ID
 	 * @param assetType Asset Type
+	 * @param factorCategory Factor Category
 	 * @param riskPremiumCategory Risk Premium Category
 	 * @param weight Factor Weight
 	 * @param returns Factor Returns
@@ -138,6 +140,7 @@ public class FactorComponentLoading
 	public FactorComponentLoading (
 		final String assetID,
 		final int assetType,
+		final int factorCategory,
 		final int riskPremiumCategory,
 		final double weight,
 		final double returns,
@@ -153,6 +156,7 @@ public FactorComponentLoading (
 		}
 
 		_assetType = assetType;
+		_factorCategory = factorCategory;
 		_riskPremiumCategory = riskPremiumCategory;
 	}
 
@@ -178,6 +182,17 @@ public int assetType()
 		return _assetType;
 	}
 
+	/**
+	 * Retrieve the Factor Category
+	 * 
+	 * @return The Factor Category
+	 */
+
+	public int factorCategory()
+	{
+		return _factorCategory;
+	}
+
 	/**
 	 * Retrieve the Risk Premium Category
 	 *