alphalens-reloaded | Performance analysis of predictive stock factors

by stefan-jansen Jupyter Notebook Version: 0.4.4 License: Apache-2.0

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kandi X-RAY | alphalens-reloaded Summary

alphalens-reloaded is a Jupyter Notebook library. alphalens-reloaded has no bugs, it has no vulnerabilities, it has a Permissive License and it has low support. You can download it from GitHub.

Alphalens is a Python library for performance analysis of predictive (alpha) stock factors. Alphalens works great with the Zipline open source backtesting library, and Pyfolio which provides performance and risk analysis of financial portfolios.

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Quality

Security

License

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Support

alphalens-reloaded has a low active ecosystem.

It has 18 star(s) with 5 fork(s). There are 1 watchers for this library.

There were 1 major release(s) in the last 12 months.

There are 1 open issues and 1 have been closed. On average issues are closed in 6 days. There are 1 open pull requests and 0 closed requests.

It has a neutral sentiment in the developer community.

The latest version of alphalens-reloaded is 0.4.4

Quality

alphalens-reloaded has no bugs reported.

Security

alphalens-reloaded has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.

License

alphalens-reloaded is licensed under the Apache-2.0 License. This license is Permissive.

Permissive licenses have the least restrictions, and you can use them in most projects.

Reuse

alphalens-reloaded releases are available to install and integrate.

Installation instructions, examples and code snippets are available.

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alphalens-reloaded Key Features

No Key Features are available at this moment for alphalens-reloaded.

alphalens-reloaded Examples and Code Snippets

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Community Discussions

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Vulnerabilities

No vulnerabilities reported

Install alphalens-reloaded

With a signal and pricing data creating a factor "tear sheet" is a two step process:.
Install from the master branch of Alphalens repository (development code):.
matplotlib
numpy
pandas
scipy
seaborn
statsmodels