MAINT: additional improvements to recently merged PR

quantopian / alphalens

Performance analysis of predictive (alpha) stock factors

http://quantopian.github.io/alphalens

Apache License 2.0

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MAINT: additional improvements to recently merged PR #236

Closed luca-s closed 6 years ago

luca-s commented 6 years ago

Some corner cases were not properly handled by cumulative_returns function + added some more tests factor_rank_autocorrelation and quantile_turnover have now better defaults