quantopian / alphalens

Performance analysis of predictive (alpha) stock factors
http://quantopian.github.io/alphalens
Apache License 2.0
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STY: Modify grid setup to follow other tears functions #272

Closed MichaelJMath closed 6 years ago

MichaelJMath commented 6 years ago

Simplified plotting.plot_multi_factor_quantile_returns and bused GridFigure class in tears API to follow other alphalens tears functions.

luca-s commented 6 years ago

Thanks @MichaelJMath!

luca-s commented 6 years ago

Oh, I've just noticed you used colormap "RdYlGn" in the heatmap. We recently switched to "coolwarm" due to this issue #233