Add option to compute forward returns non-cumulatively

quantopian / alphalens

Performance analysis of predictive (alpha) stock factors

http://quantopian.github.io/alphalens

Apache License 2.0

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Add option to compute forward returns non-cumulatively #329

Closed twiecki closed 5 years ago

twiecki commented 5 years ago

This makes a whole bunch of new calculations I'm doing much simpler.

luca-s commented 5 years ago

@twiecki automated tests fail:

$ flake8 alphalens
alphalens/utils.py:220:5: E124 closing bracket does not match visual indentation
alphalens/utils.py:220:5: E125 continuation line with same indent as next logical line
alphalens/utils.py:793:80: E501 line too long (80 > 79 characters)