• License: Apache 2.0
• Home: http://quantopian.github.io/alphalens/
• Development: https://github.com/quantopian/alphalens
• Documentation: http://quantopian.github.io/alphalens/
• 22537 total downloads
• Last upload: 4 years and 6 months ago

Description

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.