quantopian/bayesalpha
Bayesian models to compute performance and uncertainty of returns and alpha.
PythonNOASSERTION
Issues
- 1
Add setup.cfg
#4 opened by twiecki - 0
Add default values for single model
#5 opened by twiecki - 0
ENH: add correlation to author model
#38 opened by eigenfoo - 3
- 2
- 0
BUG: yet another bug with saving data...
#54 opened by eigenfoo - 2
BUG: cannot `trace.save()` author model
#52 opened by eigenfoo - 0
rename `algo_start_date` with `oos_date`
#11 opened by twiecki - 2
ENH: new release of ba?
#50 opened by eigenfoo - 0
BUG in optimizer
#48 opened by twiecki - 1
BUG: stray method call
#44 opened by eigenfoo - 1
MAINT: proposal for code architecture
#35 opened by eigenfoo - 1
Serialize error in jenkins
#40 opened by twiecki - 1
weird random method
#15 opened by ferrine - 5
cvxpy requirement is broken
#27 opened by irlevesque - 0
- 0
Make Python 2 compatible
#3 opened by twiecki - 0
Add example NB
#2 opened by twiecki - 0
Add doc-strings
#1 opened by twiecki