quantopian/alphalens
Performance analysis of predictive (alpha) stock factors
Jupyter NotebookApache-2.0
Issues
- 0
STOP USING WRITING READING
#407 opened by alphahughes1 - 1
- 0
cant install alphalens from pip because of outdated configparser method call
#406 opened by tinkerdragon - 11
- 16
Incorrect return values for factor_cumulative_returns?
#374 opened by jsmidt - 2
- 1
- 0
Unable to work with pyfolio integration
#403 opened by Akshat111111 - 2
MissingDataError: exog contains inf or nans
#393 opened by sokol11 - 0
data = al.utils.get_clean_factor_and_forward_returns(cs_df.stack(), pricing, quantiles=5, bins=None, periods=[1])
#402 opened by yashw16 - 0
- 1
Is alphalens still used?
#400 opened by cav71 - 13
ValueError: Inferred frequency None from passed values does not conform to passed frequency C
#367 opened by Boubside - 13
A way to solve ValueError: Inferred frequency None from passed values does not conform to passed frequency C
#371 opened by wukan1986 - 1
importing alphalens 0.3.6 gets error "No module named 'pandas.util._decorators'"
#394 opened by BinhKieu82 - 1
alphalens.tears.create_turnover_tear_sheet error
#377 opened by sabirjana - 1
- 0
Alphalens
#392 opened by Swordsman-T - 2
Anyone can explain how the factors are bined?
#391 opened by luisvelo - 3
'Index' object has no attribute 'get_values
#379 opened by raoraozu - 0
Dropped 45.5% entries from factor data: 45.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions)
#390 opened by syejing - 6
ufunc 'isfinite' not supported for the input types, and the inputs could not be safely coerced to any supported types according to the casting rule ''safe''
#385 opened by xuanronaldo - 0
Problem:create_event_returns_tear_sheet
#389 opened by RemnantLi - 0
- 0
- 1
- 1
- 0
Same factor data, but different Information Analysis results for information_tear and summary_tear
#381 opened by baitsnyc - 1
Issues with return data
#378 opened by noobmaster29 - 0
create_pyfolio_input
#375 opened by Bkwh - 0
Should factor_alpha_beta return a tstat?
#376 opened by jsmidt - 3
Bad version labeling for released package
#373 opened by jsmidt - 3
Unreadable tear sheet
#369 opened by Boubside - 0
Random empty figures when plotting tear sheets
#370 opened by Boubside - 3
RuntimeError: Cannot set name on a level of a MultiIndex. Use 'MultiIndex.set_names' instead.
#368 opened by syejing - 4
the Tear Sheet is not showing good.
#366 opened by gnyuan - 0
Question about adapting alphalens on futures data
#365 opened by ai-gamer - 2
- 0
- 8
Request: Simplify cumulative_returns definition.
#357 opened by jmccorriston - 2
quantile_turnover in performance.py
#343 opened by kkumawat25 - 1
Build failed due to dependency conflict
#352 opened by willianpaixao - 0
Tutorials Not working - needs updating
#355 opened by zbanga - 0
Add Conda's badge
#353 opened by willianpaixao - 7
utils.quantize_factor()
#350 opened by ilovecocolade - 1
- 1
- 1
Possible Bug in Mean Return by Quantile?
#340 opened by metin-akyol - 2
add return_fig param such as pyfolio
#342 opened by huaiweicheng - 0
problem with tears.create_turnover_tear_sheet
#341 opened by kukuwa