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quantopian / alphalens

Performance analysis of predictive (alpha) stock factors
http://quantopian.github.io/alphalens
Apache License 2.0
3.33k stars 1.14k forks source link

Event study refactoring + docstrings fix #256

Closed luca-s closed 6 years ago

twiecki commented 6 years ago

Looks great! day afer the event is detected