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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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Event study refactoring + docstrings fix
#256
luca-s
closed
6 years ago
1
STY: restored old behavior in create_summary_tear_sheet
#255
luca-s
closed
6 years ago
0
DOC: improved get_clean_factor_and_forward_returns docstrings
#254
luca-s
closed
6 years ago
1
Feature request: Use alphalens with returns instead of prices
#253
neman018
closed
6 years ago
57
STY: typos in docstrings
#252
luca-s
closed
6 years ago
0
MAINT: Migrate tests from deprecated nose-parameterized
#251
luca-s
closed
6 years ago
9
ENH: added positions computation in 'performance.create_pyfolio_input'
#250
luca-s
closed
6 years ago
30
Small fixes and refactoring
#249
luca-s
closed
6 years ago
0
ENH: Finish colorblindness update
#248
mmargenot
closed
6 years ago
1
EHN: allow factor returns to be equal weighted
#247
luca-s
closed
6 years ago
0
Migrate tests from deprecated nose-parameterized
#246
jameschristopher
closed
6 years ago
1
ENH: Changed palette to work with colorblind users
#245
mmargenot
closed
6 years ago
3
TST: test multiple pandas versions
#244
luca-s
closed
6 years ago
1
STY: split synthetic data NB in two NBs, event study and daily factor
#243
luca-s
closed
6 years ago
0
BUG: make sure Figures are displayed even without "%matplotlib inline"
#242
luca-s
closed
6 years ago
0
BUG: Figures are not closed causing memory leak
#241
luca-s
closed
6 years ago
0
Small refinements
#240
luca-s
closed
6 years ago
0
STY+BUG+TST: small improvements
#239
luca-s
closed
6 years ago
0
DOC: added example NB of an intraday factor
#238
luca-s
closed
6 years ago
0
MAINT: some additional small fixes
#237
luca-s
closed
6 years ago
0
MAINT: additional improvements to recently merged PR
#236
luca-s
closed
6 years ago
0
Higher Resolution Timestmaps
#235
neman018
closed
6 years ago
2
DOC: fix to "predictive vs non-predictive" NB
#234
luca-s
closed
6 years ago
0
Plots difficult for particular kinds of colorblindness
#233
mmargenot
closed
6 years ago
3
DOC: improve user message regarding data loss in get_clean_factor_and_forward_returns
#232
luca-s
closed
6 years ago
0
Error generating tear_sheet with discrete and sparse factors
#231
neman018
closed
6 years ago
11
Updated "predictive vs non-predictive" NB to work with new yahoo API
#230
luca-s
closed
6 years ago
0
Updated event study NB to work with new yahoo API
#229
luca-s
closed
6 years ago
0
Added tests to make sure Alphalens works with both tz naive and tz aware data
#228
luca-s
closed
6 years ago
0
ENH Pyfolio integration
#227
luca-s
closed
6 years ago
18
Added example Notebook with synthetic data
#226
luca-s
closed
6 years ago
0
Integration with pyfolio and Quantopian's new Risk Model
#225
luca-s
closed
6 years ago
32
Revert "Removed group_adjust/group_neutral flags from information analysis API"
#224
luca-s
closed
6 years ago
0
error occurred in event_study.jpynb in create_event_study_tear_sheet()
#223
KojiIzawa
closed
6 years ago
3
Updated example NBs
#222
luca-s
closed
6 years ago
0
pep8
#221
luca-s
closed
6 years ago
0
Small fixes
#220
luca-s
closed
6 years ago
0
Interaction and Correlation Features
#219
MichaelJMath
closed
4 years ago
16
Test alphalens.tears.* functions: add matplotlib output comparison
#218
luca-s
opened
6 years ago
2
Added backward compatibility for get_clean_factor_and_forward_returns
#217
luca-s
closed
6 years ago
0
Removed deprecated DataFrame.rolling_apply
#216
luca-s
closed
6 years ago
0
Update IC Risk Adjusted Ratio Calculation
#215
MichaelJMath
closed
6 years ago
8
Changed pd.rolling_mean() to use the new *.rolling().mean() API
#214
mmargenot
closed
6 years ago
8
Deprecation warnings for the pandas rolling API
#213
mmargenot
closed
6 years ago
3
Add a requirements.txt
#212
mmargenot
closed
6 years ago
1
Returns tear sheet: Period wise returns rows incorrectly using total, rather than the mean
#211
ernestoeperez88
closed
6 years ago
2
max_loss increased to 25% by default
#210
luca-s
closed
6 years ago
1
DOC: updated installation instruction
#209
luca-s
closed
6 years ago
1
Ann. IR Calculation
#208
MichaelJMath
closed
6 years ago
7
Make input preparation more robust and less annoying
#207
luca-s
closed
6 years ago
3
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