quantopian / alphalens

Performance analysis of predictive (alpha) stock factors
http://quantopian.github.io/alphalens
Apache License 2.0
3.26k stars 1.13k forks source link

WIP First stab at zero-aware quantiles. #304

Closed twiecki closed 6 years ago

eigenfoo commented 6 years ago

I submitted a separate PR to master to work on this: this PR can be closed

twiecki commented 6 years ago

https://github.com/quantopian/alphalens/pull/306