{"id":19720853,"url":"https://github.com/quantopian/bayesalpha","last_synced_at":"2025-08-29T03:43:06.192Z","repository":{"id":64057144,"uuid":"105287608","full_name":"quantopian/bayesalpha","owner":"quantopian","description":"Bayesian models to compute performance and uncertainty of returns and alpha.","archived":false,"fork":false,"pushed_at":"2023-04-07T02:38:13.000Z","size":2005,"stargazers_count":110,"open_issues_count":6,"forks_count":59,"subscribers_count":12,"default_branch":"master","last_synced_at":"2025-08-20T03:07:54.521Z","etag":null,"topics":["bayesian","probabilistic-programming","quantitative-finance"],"latest_commit_sha":null,"homepage":"","language":"Python","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"other","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/quantopian.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":"LICENSE","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null}},"created_at":"2017-09-29T15:22:45.000Z","updated_at":"2025-03-26T14:33:18.000Z","dependencies_parsed_at":"2024-11-11T23:12:46.638Z","dependency_job_id":"24e0ed10-4fe4-4d75-bacc-90e3af8d6bad","html_url":"https://github.com/quantopian/bayesalpha","commit_stats":null,"previous_names":[],"tags_count":3,"template":false,"template_full_name":null,"purl":"pkg:github/quantopian/bayesalpha","repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/quantopian%2Fbayesalpha","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/quantopian%2Fbayesalpha/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/quantopian%2Fbayesalpha/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/quantopian%2Fbayesalpha/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/quantopian","download_url":"https://codeload.github.com/quantopian/bayesalpha/tar.gz/refs/heads/master","sbom_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/quantopian%2Fbayesalpha/sbom","scorecard":null,"host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":272620282,"owners_count":24965517,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","status":"online","status_checked_at":"2025-08-29T02:00:10.610Z","response_time":87,"last_error":null,"robots_txt_status":"success","robots_txt_updated_at":"2025-07-24T06:49:26.215Z","robots_txt_url":"https://github.com/robots.txt","online":true,"can_crawl_api":true,"host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["bayesian","probabilistic-programming","quantitative-finance"],"created_at":"2024-11-11T23:12:43.981Z","updated_at":"2025-08-29T03:43:06.128Z","avatar_url":"https://github.com/quantopian.png","language":"Python","readme":"![bayesalpha](docs/bayesalpha.gif)\n\n# BayesAlpha\n\nBayesian models for alpha estimation.\n\nThis project is no longer actively developed but pull requests will be evaluated.\n\n## Models\n\nThere are currently two models:\n\n- the **returns model**, which ingests a returns-stream. It computes (among\n  other things) a forwards-looking gains parameter (which is basically a\n  Sharpe ratio). Of interest is `P(gains \u003e 0)`; that is, the probability that\n  the algorithm will make money. Originally authored by Adrian Seyboldt.\n\n- the **author model**, which ingests the in-sample Sharpe ratios of user-run\n  backtests. It computes (among other things) average Sharpe delivered at a\n  population-, author- and algorithm-level. Originally authored by George Ho.\n\n## Installation and Usage\n\nTo install:\n\n```bash\ngit clone git@github.com:quantopian/bayesalpha.git\ncd bayesalpha\npip install -e .\n```\n\nTo use (this snippet should demonstrate 95% of all use cases):\n\n```python\nimport bayesalpha as ba\n\n# Fit returns model\ntrace = ba.fit_returns_population(data, ...)\ntrace = ba.fit_returns_single(data, ...)\n\n# Fit author model\ntrace = ba.fit_authors(data, ...)\n\n# Save to netcdf file\ntrace.save('foo.nc')\ndel trace\n\n# Load from netcdf file\ntrace = ba.load('foo.nc')\n```\n","funding_links":[],"categories":[],"sub_categories":[],"project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fquantopian%2Fbayesalpha","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fquantopian%2Fbayesalpha","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fquantopian%2Fbayesalpha/lists"}