quantopian alphalens issues

quantopian / alphalens

Performance analysis of predictive (alpha) stock factors

http://quantopian.github.io/alphalens

Apache License 2.0

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issues

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STOP USING WRITING READING

#407 alphahughes1 opened 5 months ago
0
cant install alphalens from pip because of outdated configparser method call

#406 tinkerdragon opened 5 months ago
1
Update tears.py

#405 viktrewang closed 9 months ago
0
invalid index to scalar variable @ mode(days_diffs).mode[0]

#404 BCAA50000 opened 9 months ago
11
Unable to work with pyfolio integration

#403 Akshat111111 opened 1 year ago
0
data = al.utils.get_clean_factor_and_forward_returns(cs_df.stack(), pricing, quantiles=5, bins=None, periods=[1])

#402 yashw16 opened 1 year ago
0
got error: Error: No such keys(s): 'mode.use_inf_as_null'

#401 zjn-11 opened 1 year ago
0
Is alphalens still used?

#400 cav71 opened 1 year ago
1
AttributeError: 'Int64Index' object has no attribute 'tz'

#399 EgoistaCercis closed 1 year ago
2
correct grammar

#397 Amarnath1904 closed 1 year ago
0
fix 'Index' object has no attribute 'get_values' bug

#396 SkylerLinn opened 2 years ago
0
bugfix: Adaptation to the stable version of pandas

#395 Ckend opened 2 years ago
0
importing alphalens 0.3.6 gets error "No module named 'pandas.util._decorators'"

#394 BinhKieu82 opened 2 years ago
1
MissingDataError: exog contains inf or nans

#393 sokol11 opened 3 years ago
2
Alphalens

#392 Swordsman-T opened 3 years ago
0
Anyone can explain how the factors are bined?

#391 luisvelo closed 3 years ago
2
Dropped 45.5% entries from factor data: 45.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions)

#390 syejing closed 4 years ago
1
Problem：create_event_returns_tear_sheet

#389 RemnantLi opened 4 years ago
0
UnboundLocalError: local variable 'period_len' referenced before assignment

#388 mwolf2 closed 4 years ago
1
When I use "bins" instead of "quantiles", it went wrong

#387 Ryan17wow opened 4 years ago
0
cumulative_returns calculation no longer adjusts for periods > 1?

#386 jeromeku opened 4 years ago
0
ufunc 'isfinite' not supported for the input types, and the inputs could not be safely coerced to any supported types according to the casting rule ''safe''

#385 xuanronaldo opened 4 years ago
6
sharpe test supported

#384 weiguang-zz opened 4 years ago
0
How can I build my confidence that my strategy returns better

#383 weiguang-zz opened 4 years ago
1
freq error: freq must be Day, BDay or CustomBusinessDay

#382 tongxinw opened 4 years ago
1
Same factor data, but different Information Analysis results for information_tear and summary_tear

#381 baitsnyc opened 4 years ago
0
Quantiles cumulative return charts do not show for periods longer than 1D

#380 Kogelet opened 4 years ago
1
'Index' object has no attribute 'get_values

#379 raoraozu opened 4 years ago
3
Issues with return data

#378 noobmaster29 opened 4 years ago
1
alphalens.tears.create_turnover_tear_sheet error

#377 sabirjana opened 4 years ago
1
Should factor_alpha_beta return a tstat?

#376 jsmidt opened 4 years ago
0
create_pyfolio_input

#375 Bkwh opened 4 years ago
0
Incorrect return values for factor_cumulative_returns?

#374 jsmidt opened 4 years ago
16
Bad version labeling for released package

#373 jsmidt opened 4 years ago
3
Test Fixes + Miscellaneous Cleanup

#372 dmichalowicz closed 4 years ago
1
A way to solve ValueError: Inferred frequency None from passed values does not conform to passed frequency C

#371 wukan1986 opened 4 years ago
13
Random empty figures when plotting tear sheets

#370 Boubside opened 4 years ago
0
Unreadable tear sheet

#369 Boubside opened 4 years ago
3
RuntimeError: Cannot set name on a level of a MultiIndex. Use 'MultiIndex.set_names' instead.

#368 syejing closed 4 years ago
3
ValueError: Inferred frequency None from passed values does not conform to passed frequency C

#367 Boubside closed 4 years ago
13
the Tear Sheet is not showing good.

#366 gnyuan closed 4 years ago
4
Question about adapting alphalens on futures data

#365 ai-gamer opened 4 years ago
0
use MultiIndex.set_names for pandas 1.0

#364 altquant closed 4 years ago
1
BLD: Github Actions

#363 gerrymanoim closed 4 years ago
1
BLD: Github Actions

#362 gerrymanoim closed 4 years ago
0
Perf improvements

#361 jmccorriston closed 4 years ago
4
WIP: Trying to fix Travis Failures

#360 dmichalowicz closed 4 years ago
4
Cannot set name on a level of a MultiIndex. Use 'MultiIndex.set_names' instead.

#359 stin7 closed 4 years ago
2
Missing "get_pricing" function for zipline (exists in quantopian.pipeline)

#358 carstenf closed 4 years ago
0
Request: Simplify cumulative_returns definition.

#357 jmccorriston opened 4 years ago
8