Features:

	- Value Factor Metric - P/E Ratio (1)
	- Value Factor Metric - P/B Ratio (2)
	- Value Factor Metric - P/S Ratio (3)
	- Investing Risk Index Value Factor (4, 5)
	- Investing Risk Index Value Factor - Constructor (6, 7)
	- Price Earnings Ratio Value Factor (8, 9, 10)
	- Price Book Ratio Value Factor (11, 12)
	- Price Sales Ratio Value Factor (13, 14)
	- Dividend Yield Metric Value Factor (15, 16)
	- Investing Factors Factor Spec Category (17, 18, 19)
	- Risk Index Value Factor Category (20, 21)
	- Investing Risk Index Value Factor (22, 23)
	- Investing Risk Index Value Factor - Constructor (24, 25)
	- Investing Factors Factor Portfolio Ranker (26, 27, 28)
	- Ranked Factor Component Loading Map (33, 34, 35)
	- Value Factor Portfolio Ranker Customizer (36, 37)
	- Volatility Factor Portfolio Ranker Customizer (38)


Bug Fixes/Re-organization:

	- Investing Portfolio Factor Ranker Eliminate (29, 30)
	- Factor Component Loading Master Universe Map (31, 32)
	- Special Function Incomplete Gamma Upper Regularized #1 (39, 40, 41)
	- Special Function Incomplete Gamma Upper Regularized - Gauss Continued Fraction (42, 43)
	- Special Function Incomplete Gamma Upper Regularized - Abramowitz Stegun 2007 (44, 45)
	- Special Function Incomplete Gamma Upper Regularized - Euler Integral (46, 47)
	- Special Function Incomplete Gamma Upper Regularized - Weisstein (48, 49)
	- Special Function Incomplete Gamma Upper Regularized #2 (50)
	- Special Function Incomplete Gamma Upper Regularized - p (51)
	- Special Function Lanczos P Series Term (52, 53, 54)
	- Special Function Lanczos P Series Term - g (55, 56)
	- Special Function Lanczos P Series Term - Constructor (57, 58)
	- Special Function Lanczos P Series Term - Value (59, 60)


Samples:

IdeaDRIP:

IdeaDRIP/FactorInvesting/FI_v0.01

@@ -4,9 +4,9 @@
  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
- 5) Value Factor Metrics - P/E Ratio, P/B Ratio, P/S Ratio, Dividend Yield
- 6) Low-volatility Factor - Portfolio acquires only low-volatility assets
+ 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
  8) Momentum Factor caused by seasonality (e.g., January effect)
 

ReleaseNotes/08_08_2023.txt

@@ -0,0 +1,42 @@
+
+Features:
+
+	- Value Factor Metric - P/E Ratio (1)
+	- Value Factor Metric - P/B Ratio (2)
+	- Value Factor Metric - P/S Ratio (3)
+	- Investing Risk Index Value Factor (4, 5)
+	- Investing Risk Index Value Factor - Constructor (6, 7)
+	- Price Earnings Ratio Value Factor (8, 9, 10)
+	- Price Book Ratio Value Factor (11, 12)
+	- Price Sales Ratio Value Factor (13, 14)
+	- Dividend Yield Metric Value Factor (15, 16)
+	- Investing Factors Factor Spec Category (17, 18, 19)
+	- Risk Index Value Factor Category (20, 21)
+	- Investing Risk Index Value Factor (22, 23)
+	- Investing Risk Index Value Factor - Constructor (24, 25)
+	- Investing Factors Factor Portfolio Ranker (26, 27, 28)
+	- Ranked Factor Component Loading Map (33, 34, 35)
+	- Value Factor Portfolio Ranker Customizer (36, 37)
+	- Volatility Factor Portfolio Ranker Customizer (38)
+
+
+Bug Fixes/Re-organization:
+
+	- Investing Portfolio Factor Ranker Eliminate (29, 30)
+	- Factor Component Loading Master Universe Map (31, 32)
+	- Special Function Incomplete Gamma Upper Regularized #1 (39, 40, 41)
+	- Special Function Incomplete Gamma Upper Regularized - Gauss Continued Fraction (42, 43)
+	- Special Function Incomplete Gamma Upper Regularized - Abramowitz Stegun 2007 (44, 45)
+	- Special Function Incomplete Gamma Upper Regularized - Euler Integral (46, 47)
+	- Special Function Incomplete Gamma Upper Regularized - Weisstein (48, 49)
+	- Special Function Incomplete Gamma Upper Regularized #2 (50)
+	- Special Function Incomplete Gamma Upper Regularized - p (51)
+	- Special Function Lanczos P Series Term (52, 53, 54)
+	- Special Function Lanczos P Series Term - g (55, 56)
+	- Special Function Lanczos P Series Term - Constructor (57, 58)
+	- Special Function Lanczos P Series Term - Value (59, 60)
+
+
+Samples:
+
+IdeaDRIP:

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

@@ -1,6 +1,8 @@
 
 package org.drip.investing.factors;
 
+import java.util.Map;
+
 /*
  * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
  */
@@ -116,14 +118,18 @@ 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;
 
 	/**
 	 * Factor Constructor
 	 * 
 	 * @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
 	 * 
 	 * @throws Exception Thrown if the Inputs are Invalid
 	 */
@@ -132,15 +138,21 @@ protected Factor (
 		final String code,
 		final String description,
 		final int metricType,
-		final FactorPortfolio portfolio)
+		final int factorCategory,
+		final FactorPortfolio portfolio,
+		final FactorPortfolioRanker portfolioRanker)
 		throws Exception
 	{
-		if (null == (_code = code) || _code.isEmpty() || null == (_portfolio = portfolio)) {
+		if (null == (_code = code) || _code.isEmpty() ||
+			null == (_portfolio = portfolio) ||
+			null == (_portfolioRanker = portfolioRanker))
+		{
 			throw new Exception ("Factor Constructor => Invalid Inputs");
 		}
 
 		_metricType = metricType;
 		_description = description;
+		_factorCategory = factorCategory;
 	}
 
 	/**
@@ -176,6 +188,17 @@ public int metricType()
 		return _metricType;
 	}
 
+	/**
+	 * Retrieve the Factor Category
+	 * 
+	 * @return The Factor Category
+	 */
+
+	public int factorCategory()
+	{
+		return _factorCategory;
+	}
+
 	/**
 	 * Retrieve the Factor Portfolio
 	 * 
@@ -186,4 +209,26 @@ public FactorPortfolio portfolio()
 	{
 		return _portfolio;
 	}
+
+	/**
+	 * Retrieve the Factor Portfolio Ranker
+	 * 
+	 * @return The Factor Portfolio Ranker
+	 */
+
+	public FactorPortfolioRanker portfolioRanker()
+	{
+		return _portfolioRanker;
+	}
+
+	/**
+	 * Generate the Ranked Map of Components in the Factor Portfolio
+	 * 
+	 * @return The Ranked Map of Components
+	 */
+
+	public Map<String, FactorComponentLoading> rankedFactorComponentLoadingMap()
+	{
+		return _portfolioRanker.rank (_portfolio.factorComponentLoadingMasterUniverseMap());
+	}
 }

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

@@ -117,14 +117,12 @@ public class FactorPortfolio
 	private String _country = "";
 	private boolean _isGlobal = false;
 	private int _financingScheme = Integer.MIN_VALUE;
-	private FactorPortfolioRanker _factorPortfolioRanker = null;
-	private Map<String, FactorComponentLoading> _factorComponentLoadingMap = null;
+	private Map<String, FactorComponentLoading> _factorComponentLoadingMasterUniverseMap = null;
 
 	/**
 	 * FactorPortfolio Constructor
 	 * 
-	 * @param factorComponentLoadingMap Factor Component Loading Map
-	 * @param factorPortfolioRanker Factor Portfolio Ranker
+	 * @param factorComponentLoadingMasterUniverseMap Factor Component Loading Master Universe Map
 	 * @param country Country
 	 * @param isGlobal TRUE - The Portfolio is Global
 	 * @param financingScheme Financing Scheme
@@ -133,17 +131,14 @@ public class FactorPortfolio
 	 */
 
 	public FactorPortfolio (
-		final Map<String, FactorComponentLoading> factorComponentLoadingMap,
-		final FactorPortfolioRanker factorPortfolioRanker,
+		final Map<String, FactorComponentLoading> factorComponentLoadingMasterUniverseMap,
 		final String country,
 		final boolean isGlobal,
 		final int financingScheme)
 		throws Exception
 	{
-		if (null == (_factorPortfolioRanker = factorPortfolioRanker) ||
-			null == (_country = country) || _country.isEmpty() ||
-			null == (_factorComponentLoadingMap = _factorPortfolioRanker.rank (factorComponentLoadingMap))
-		)
+		if (null == (_country = country) || _country.isEmpty() ||
+			null == (_factorComponentLoadingMasterUniverseMap = factorComponentLoadingMasterUniverseMap))
 		{
 			throw new Exception ("FactorPortfolio Constructor => Invalid Inputs");
 		}
@@ -153,25 +148,14 @@ public FactorPortfolio (
 	}
 
 	/**
-	 * Retrieve the Factor Component Loading Map
+	 * Retrieve the Factor Component Loading Master Universe Map
 	 * 
-	 * @return The Factor Component Loading Map
+	 * @return The Factor Component Loading Master Universe Map
 	 */
 
-	public Map<String, FactorComponentLoading> factorComponentLoadingMap()
+	public Map<String, FactorComponentLoading> factorComponentLoadingMasterUniverseMap()
 	{
-		return _factorComponentLoadingMap;
-	}
-
-	/**
-	 * Retrieve the Factor Portfolio Ranker
-	 * 
-	 * @return The Factor Portfolio Ranker
-	 */
-
-	public FactorPortfolioRanker factorPortfolioRanker()
-	{
-		return _factorPortfolioRanker;
+		return _factorComponentLoadingMasterUniverseMap;
 	}
 
 	/**