How to add custom factors to the evaluation pipeline?

[warren618]

I want to integrate a custom momentum factor into the existing evaluation pipeline. What is the recommended approach for registering new factors and ensuring they go through the rolling IC/FDR evaluation?

[warren618]

You can add custom factors by creating a new class in factors/ that implements the BaseFactor interface. Register it in factor_registry.py and it will automatically be picked up by the evaluation pipeline for rolling IC and FDR analysis.