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quantopian / alphalens

Performance analysis of predictive (alpha) stock factors
http://quantopian.github.io/alphalens
Apache License 2.0
3.39k stars 1.15k forks source link

create_pyfolio_input #375

Open Bkwh opened 4 years ago

Bkwh commented 4 years ago

https://github.com/quantopian/alphalens/blob/77084f1e4c2c0be407e032d444fb19e4be4b0f37/alphalens/performance.py#L933

Edit, just noticed that there was already an issue #374 lifted in the matter :)