quantopian / alphalens

Performance analysis of predictive (alpha) stock factors
http://quantopian.github.io/alphalens
Apache License 2.0
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ENH: added rate of return option in 'create_event_study_tear_sheet' #298

Closed luca-s closed 6 years ago

luca-s commented 6 years ago

Added option to display rate of return or simple return. Depending on the event we are analyzing it might be more appropriate to use rate of return vs simple return