data = al.utils.get_clean_factor_and_forward_returns(cs_df.stack(), pricing, quantiles=5, bins=None, periods=[1])

quantopian / alphalens

Performance analysis of predictive (alpha) stock factors

http://quantopian.github.io/alphalens

Apache License 2.0

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Open yashw16 opened 1 year ago

yashw16 commented 1 year ago

Please provide a minimal, self-contained, and reproducible example:

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Please provide the full traceback:

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