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quantopian
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alphalens
Performance analysis of predictive (alpha) stock factors
http://quantopian.github.io/alphalens
Apache License 2.0
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ENH: zero aware quantiles
#306
eigenfoo
closed
6 years ago
12
Alphalens on uneven time intervals
#305
niti
closed
6 years ago
2
WIP First stab at zero-aware quantiles.
#304
twiecki
closed
6 years ago
2
Keep most recent data
#303
jzhang18
closed
6 years ago
5
BUG: compute_mean_return_spread returns error if no std_err argument
#302
luca-s
closed
6 years ago
0
STY: fixed few comments and docstrings
#301
luca-s
closed
6 years ago
0
ENH: added n_bars option in 'create_event_study_tear_sheet'
#300
luca-s
closed
6 years ago
0
compute_mean_return_spread returns error if no std_err argument
#299
MichaelJMath
closed
6 years ago
2
ENH: added rate of return option in 'create_event_study_tear_sheet'
#298
luca-s
closed
6 years ago
0
BUG: create_pyfolio_input doesn't work with frequency higher that 1 day
#297
luca-s
closed
6 years ago
0
TST: added test cases for holidays detection
#296
luca-s
closed
6 years ago
0
BUG: compute_forward_returns fails detecting the correct period length
#295
luca-s
closed
6 years ago
0
PERF: computation of cumulative returns is very slow
#294
luca-s
closed
6 years ago
0
Lack of arguments given to utils.rate_of_return
#293
rapetter94
closed
6 years ago
0
The behavior of get_clean_factor_and_forward_returns in regards to periods is strange.
#292
mmargenot
closed
6 years ago
4
Double sort
#291
wj-c
closed
6 years ago
4
Support for other types of regressions other than Spearman?
#290
aurtistictrader
closed
6 years ago
2
Release 0.3.0 is not on Pypi
#289
jckhang
closed
6 years ago
1
BUG: monthly IC heatmap use red for positive IC
#288
luca-s
closed
6 years ago
0
BUG: get_clean_factor crashes with malformed 'groupby' data
#287
luca-s
closed
6 years ago
1
MAINT: clean up backward compat API (DO NOT MERGE)
#286
luca-s
closed
6 years ago
1
DOC: example notebooks use deprecated yahoo API
#285
luca-s
closed
6 years ago
0
MAINT: compatibility with matplotlib 2.2.0
#284
luca-s
closed
6 years ago
0
2 small fixes
#283
luca-s
closed
6 years ago
0
Unhelpful error message if prices and signals do not match
#282
twiecki
closed
6 years ago
0
Add option for "zero aware" quantiles/bins
#281
luca-s
closed
6 years ago
11
Add conda installation instructions to the readme
#280
TimShawver
closed
6 years ago
2
Example notebooks use deprecated yahoo API
#279
TimShawver
closed
6 years ago
4
Conda installation instructions not included in the README
#278
TimShawver
closed
6 years ago
3
factor_returns should shift returns by one day
#277
twiecki
closed
6 years ago
14
API: breaking apart factor_data into fwd returns and factor value/quantile
#276
luca-s
opened
6 years ago
0
TST: added tests for utils.test_get_clean_factor_and_forward_returns
#275
luca-s
closed
6 years ago
2
Plotting style
#274
MichaelJMath
closed
6 years ago
1
Travis CI doesn't update the PR status
#273
luca-s
closed
6 years ago
3
STY: Modify grid setup to follow other tears functions
#272
MichaelJMath
closed
6 years ago
2
Testing travis CI
#271
luca-s
closed
6 years ago
0
API: run Alphalens with returns instead of prices (utils.get_clean_factor)
#270
HereticSK
closed
6 years ago
22
Added LICENSE to manifest
#269
ghost
closed
6 years ago
1
Clean up backward compat API
#268
twiecki
closed
6 years ago
6
MAINT: improved comments and docstrings
#267
luca-s
closed
6 years ago
0
MAINT: refactored utils.compute_forward_returns
#266
luca-s
closed
6 years ago
2
API: standard deviation bars optional in create_event_returns_tear_sheet
#265
luca-s
closed
6 years ago
0
Dropped Entries from Factor Data
#264
niti
closed
6 years ago
3
Could there be a logical error in the function plotting. plot_top_bottom_quantile_turnover ?
#263
Gabrielvon
closed
6 years ago
4
Compilation of docs warnings
#262
twiecki
opened
6 years ago
0
Release v0.3.0
#261
luca-s
closed
6 years ago
2
Updated documentation for Alphalens v0.2.0+
#260
niti
closed
6 years ago
2
Two Factor Interaction Development: Initial Data Structure, Test Module, and Plot
#259
MichaelJMath
closed
6 years ago
0
Two Factor Interaction Development: Initial Data Structure, Test Module, and Plot
#258
MichaelJMath
closed
6 years ago
19
BUG: small precision improvements for cumulative_returns
#257
luca-s
closed
6 years ago
0
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