quantopian / alphalens

Performance analysis of predictive (alpha) stock factors

http://quantopian.github.io/alphalens

quantopian/alphalens Issues

invalid index to scalar variable @ mode(days_diffs).mode[0]
Updated 2 months ago11
Incorrect return values for factor_cumulative_returns?
Updated 3 months ago16
AttributeError: 'Int64Index' object has no attribute 'tz'
Closed a year ago2
UnboundLocalError: local variable 'period_len' referenced before assignment
Closed 4 years ago1
Unable to work with pyfolio integration
Updated 7 months ago
MissingDataError: exog contains inf or nans
Updated 7 months ago2
data = al.utils.get_clean_factor_and_forward_returns(cs_df.stack(), pricing, quantiles=5, bins=None, periods=[1])
Updated 7 months ago
got error: Error: No such keys(s): 'mode.use_inf_as_null'
Updated 8 months ago
Is alphalens still used?
Updated 8 months ago1
ValueError: Inferred frequency None from passed values does not conform to passed frequency C
Closed 4 years ago13
A way to solve ValueError: Inferred frequency None from passed values does not conform to passed frequency C
Updated a year ago13
importing alphalens 0.3.6 gets error "No module named 'pandas.util._decorators'"
Updated 2 years ago1
alphalens.tears.create_turnover_tear_sheet error
Updated 2 years ago1
Quantiles cumulative return charts do not show for periods longer than 1D
Updated 3 years ago1
Alphalens
Updated 3 years ago
Anyone can explain how the factors are bined?
Closed 3 years ago2
'Index' object has no attribute 'get_values
Updated 4 years ago3
Dropped 45.5% entries from factor data: 45.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions)
Closed 4 years ago
ufunc 'isfinite' not supported for the input types, and the inputs could not be safely coerced to any supported types according to the casting rule ''safe''
Updated 4 years ago6
Problem：create_event_returns_tear_sheet
Updated 4 years ago
When I use "bins" instead of "quantiles", it went wrong
Updated 4 years ago
cumulative_returns calculation no longer adjusts for periods > 1?
Updated 4 years ago
How can I build my confidence that my strategy returns better
Updated 4 years ago1
freq error: freq must be Day, BDay or CustomBusinessDay
Updated 4 years ago1
Same factor data, but different Information Analysis results for information_tear and summary_tear
Updated 4 years ago
Issues with return data
Updated 4 years ago1
create_pyfolio_input
Updated 4 years ago
Should factor_alpha_beta return a tstat?
Updated 4 years ago
Bad version labeling for released package
Updated 4 years ago3
Unreadable tear sheet
Updated 4 years ago3
Random empty figures when plotting tear sheets
Updated 4 years ago
RuntimeError: Cannot set name on a level of a MultiIndex. Use 'MultiIndex.set_names' instead.
Closed 4 years ago3
the Tear Sheet is not showing good.
Closed 4 years ago4
Question about adapting alphalens on futures data
Updated 4 years ago
Cannot set name on a level of a MultiIndex. Use 'MultiIndex.set_names' instead.
Closed 4 years ago2
Missing "get_pricing" function for zipline (exists in quantopian.pipeline)
Closed 4 years ago
Request: Simplify cumulative_returns definition.
Updated 4 years ago8
quantile_turnover in performance.py
Closed 4 years ago2
Build failed due to dependency conflict
Updated 4 years ago1
Tutorials Not working - needs updating
Updated 4 years ago
Add Conda's badge
Updated 5 years ago
utils.quantize_factor()
Updated 5 years ago7
ValueError: freq must be Day, BDay or CustomBusinessDay
Closed 5 years ago1
ENH: convert event-based factors to continuous-time factors
Closed 5 years ago1
TypeError: Cannot infer number of levels from empty list
Updated 5 years ago
Possible Bug in Mean Return by Quantile?
Updated 5 years ago1
add return_fig param such as pyfolio
Updated 5 years ago2
problem with tears.create_turnover_tear_sheet
Updated 5 years ago
Iterator operand 0 dtype could not be cast from dtype('<M8[us]') to dtype('<M8[D]') according to the rule 'safe'
Closed 5 years ago3
tear_sheet_walkthrough pricing is not next day's open
Closed 5 years ago1