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

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Branch: pkgsrc-2019Q2, Version: 0.3.6, Package name: py37-alphalens-0.3.6, 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-numpy] [math/py-scipy] [math/py-pandas] [math/py-statsmodels] [lang/python37] [graphics/py-seaborn] [graphics/py-matplotlib]

Master sites:

SHA1: c39a9178e58eb84eb51a4eb7a1db7919ebd82539
RMD160: 165bda8727aa93e7cd4f1a6d4ebc03d984cf1c07
Filesize: 18467.643 KB

Version history: (Expand)