search

quantopian / alphalens

Performance analysis of predictive (alpha) stock factors
http://quantopian.github.io/alphalens
Apache License 2.0
3.2k stars 1.12k forks source link

Advanced tutorial on Alphalens (on Quantopian) #349

Closed luca-s closed 4 years ago

luca-s commented 4 years ago

@twiecki looking at the issues created on the project I could see that there are several aspects of Alphalens that are misunderstood from the users. This is because the full possibilities of the libraries are not completely covered in the existing tutorials. Since long time ago you asked me if I could add this tutorial to the project here is a PR. The only drawback is that it focuses on Quantopian API, but at the same time this is useful to give a complete understanding of Alphalens. I'll let you decide if you like to add it to the project.

twiecki commented 4 years ago

@luca-s Great, will take a look soon!

twiecki commented 4 years ago

Thanks @luca-s, that reads really well.