./finance/py-alphalens, Performance analysis of predictive stock factors

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Branch: CURRENT, Version: 0.1.1, Package name: py27-alphalens-0.1.1, Maintainer: minskim

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.


Required to run:
[math/py-scipy] [math/py-numpy] [math/py-pandas] [math/py-statsmodels]

Master sites:

SHA1: 1d48a690c2fa740194ea1d496bc646108cabef7b
RMD160: b3613b353d7703a607e738db2eb4bb15bc0e14a3
Filesize: 12015.783 KB

Version history: (Expand)


CVS history: (Expand)


   2017-09-16 23:31:35 by Min Sik Kim | Files touched by this commit (4)
Log message:
finance/py-alphalens: version 0.1.1

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.