alphalens

There are 0 repository under alphalens topic.

popbo / alphas
alpha101, alpha191, alphalens, backtrader, 量化研究
alpha101 alpha191 alphalens backtrader
Language:Jupyter Notebook 150
etccapital / MultiFactor
Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial engineering report. Steps include factor data collection and preprocessing, factor combination, portfolio optimization and risk return analysis.
multifactor-model python-for-finance quantitative-finance alphalens
Language:Jupyter Notebook 43
purvasingh96 / StockGram-Intelligent-Portfolio-Manager
📈This repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor)
sharpe-ratio alpha-factors factor-returns turnover-analysis nlp-analysis cosine-similarity alphalens factor-rank-autocorrelation portfolio factor-data
Language:Jupyter Notebook 10
StockGram / Intelligent-Portfolio-Manager
📈This repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor)
sharpe-ratio alpha-factors factor-returns turnover-analysis nlp-analysis cosine-similarity alphalens factor-rank-autocorrelation portfolo factor-data
Language:Jupyter Notebook 5

popbo / alphas