https://github.com/wangzhe3224/alphalens

Performance analysis of predictive (alpha) stock factors
https://github.com/wangzhe3224/alphalens

Last synced: 7 months ago
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Performance analysis of predictive (alpha) stock factors

• Host: GitHub
• URL: https://github.com/wangzhe3224/alphalens
• Owner: wangzhe3224
• License: apache-2.0
• Fork: true (quantopian/alphalens)
• Created: 2023-08-01T10:58:30.000Z (over 2 years ago)
• Default Branch: master
• Last Pushed: 2023-04-07T02:31:39.000Z (over 2 years ago)
• Last Synced: 2024-08-02T07:23:01.135Z (over 1 year ago)
• Homepage: http://quantopian.github.io/alphalens
• Size: 86.4 MB
• Stars: 1
• Watchers: 1
• Forks: 1
• Open Issues: 0

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• awesome-systematic-trading - alphalens (Fork) - Performance analysis of predictive (alpha) stock factors (Analytic tools / Metrics computation)