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

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Branch: pkgsrc-2018Q4, Version: 0.3.2, Package name: py27-alphalens-0.3.2, 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:
[devel/py-ipython] [devel/py-setuptools] [lang/python27] [math/py-pandas] [math/py-numpy] [math/py-statsmodels] [math/py-scipy]

Required to build:
[pkgtools/cwrappers]

Master sites:

SHA1: be0e5faeab9e6b9886c0fbd75be6d325b78aed7f
RMD160: fde900aee6f696bbed6a548b664ce27a9f7973b9
Filesize: 18464.309 KB

Version history: (Expand)