quantopian alphalens issues

quantopian / alphalens

Performance analysis of predictive (alpha) stock factors

http://quantopian.github.io/alphalens

Apache License 2.0

3.18k stars 1.12k forks source link

issues

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Add github actions build system

#356 gerrymanoim closed 4 years ago
0
Tutorials Not working - needs updating

#355 zbanga opened 4 years ago
0
Addressing issue #336

#354 jimportico closed 4 years ago
6
Add Conda's badge

#353 willianpaixao opened 4 years ago
0
Build failed due to dependency conflict

#352 willianpaixao opened 4 years ago
1
ValueError: freq must be Day, BDay or CustomBusinessDay

#351 holymonkey808 closed 4 years ago
1
utils.quantize_factor()

#350 ilovecocolade opened 4 years ago
7
Advanced tutorial on Alphalens (on Quantopian)

#349 luca-s closed 4 years ago
2
ENH: convert event-based factors to continuous-time factors

#348 eigenfoo closed 4 years ago
1
TypeError: Cannot infer number of levels from empty list

#347 xiafansheng opened 4 years ago
1
Add option return_fig and show

#346 xgdgsc opened 4 years ago
3
Update README.rst

#345 fawce closed 4 years ago
0
use warning replace error when some assets not in groupby in utils.get_clean_factor

#344 hahaws closed 3 years ago
0
quantile_turnover in performance.py

#343 kkumawat25 closed 4 years ago
2
add return_fig param such as pyfolio

#342 huaiweicheng opened 4 years ago
2
problem with tears.create_turnover_tear_sheet

#341 kukuwa opened 5 years ago
0
Possible Bug in Mean Return by Quantile?

#340 metin-akyol opened 5 years ago
1
Iterator operand 0 dtype could not be cast from dtype('<M8[us]') to dtype('<M8[D]') according to the rule 'safe'

#339 PeterSikuda closed 5 years ago
3
tear_sheet_walkthrough pricing is not next day's open

#338 grananqvist closed 5 years ago
1
update links and http -> https

#337 ivigamberdiev closed 5 years ago
0
ENH: quantile/bin numbering schema should be more flexible

#336 quantopiancal opened 5 years ago
3
Using lower frequency data(monthly, quarterly,annually) for generating tear sheet

#335 Dgomzi closed 5 years ago
5
BUG: utils.compute_forward_returns can raise out of bounds exception

#334 luca-s closed 5 years ago
3
function of utils.infer_trading_calendar

#333 wuyunhua closed 5 years ago
1
DOC: add GitHub issue template

#332 eigenfoo closed 5 years ago
2
bug? in utils.py

#331 woshihaofeng closed 5 years ago
6
get warning when running stock data test(got latest version)

#330 woshihaofeng opened 5 years ago
0
Add option to compute forward returns non-cumulatively

#329 twiecki closed 5 years ago
1
MAINT: code refactoring to make it compatible with pandas 0.23.4

#328 luca-s closed 5 years ago
3
ENH: Speed up `compute_forward_returns` and `get_clean_factor`.

#327 jbredeche closed 5 years ago
3
ENH Speed up fwdret computation

#326 twiecki closed 5 years ago
5
#help wanted: alphalens.performance.factor_weights returns negative weights

#325 Frankein closed 5 years ago
1
BUG: factor_rank_autocorrelation infers turnover period in calendar...

#324 luca-s closed 5 years ago
3
factor_rank_autocorrelation infers turnover period in calendar space while periods could have different time space

#323 twiecki closed 5 years ago
1
difficulties recreating alphalens simulated performance in zipline

#322 tdrobbin closed 5 years ago
2
Newbie issues: "ModuleNotFoundError: No module named 'alphalens'"

#321 udayb closed 5 years ago
11
DOC: Small typo in docstring

#320 freddiev4 closed 5 years ago
4
Inferred frequency does not conform In Calculating TEARS (Pandas 0.23.4 issue)

#319 hexiaoling1994 closed 5 years ago
6
TEST: added tests for perf.mean_return_by_quantile

#318 luca-s closed 5 years ago
0
BUG: Fix date conversion in newer versions of pandas

#317 MichaelJMath closed 5 years ago
1
performance.py error when weights freq is None

#316 javifalces closed 5 years ago
3
compute forward returns using datetime offset

#315 HereticSK closed 5 years ago
6
ENH: Provide access to returns tables in top-level API

#314 mmargenot opened 5 years ago
0
BUG: Calculate mean returns by date before mean return by quantile

#313 MichaelJMath closed 5 years ago
17
ValueError: min() arg is an empty sequence

#312 fzhcary closed 5 years ago
2
ValueError

#311 fzhcary closed 5 years ago
1
question about create factors

#310 fzhcary closed 5 years ago
5
Biased Mean Quantile Returns for Non-Equal Bins

#309 MichaelJMath closed 5 years ago
4
create_factor_tear_sheet function not available on tears.py?

#308 Konsang closed 6 years ago
2
MAINT: add year/name to license

#307 vikram-narayan closed 6 years ago
1

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