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fawp-index

FAWP Alpha Index — Information-Control Exclusion Principle detector.

PyPI DOI Live Demo

What is FAWP?

FAWP detects the Information-Control Exclusion Principle — the regime where forecast skill persists after the window to act on that forecast has already closed.

Quick install

pip install fawp-index

Quick start

import fawp_index as fi
result = fi.scan(your_dataframe)
print(result.summary())

See Getting started for a full walkthrough.

Live scanners

Three scanners are available at fawp-scanner.info:

  • Finance — equities, crypto, ETFs
  • Weather — ERA5 reanalysis for any location
  • Seismic — USGS earthquake catalogs

Papers