alphalens
Factor analyzer
A Python library for analyzing performance of predictive stock factors
Performance analysis of predictive (alpha) stock factors
3k stars
169 watching
1k forks
Language: Jupyter Notebook
last commit: 10 months ago
Linked from 3 awesome lists
algorithmic-tradingfinancejupyternumpypandaspython
wilsonfreitas/awesome-quant
georgezouq/awesome-ai-in-finance
krzjoa/awesome-python-data-scienceRelated projects:
| Repository | Description | Stars |
|---|---|---|
 stefan-jansen/alphalens-reloaded | Performs performance analysis of predictive stock factors | 321 |
| quantopian/pyfolio | A comprehensive analytics platform for financial portfolio performance and risk analysis | 5,709 |
| quantopian/zipline | A Pythonic library for algorithmic trading and backtesting | 17,718 |
| stefan-jansen/pyfolio-reloaded | Provides comprehensive performance and risk analysis tools for financial portfolios using Python and the Zipline backtesting library. | 389 |
 scottfreellc/alphapy | An autoML framework for building and analyzing trading systems and sports betting models using machine learning algorithms. | 1,160 |
 romeltorres/alpha_vantage | A Python module providing a simple interface to financial data from the Alpha Vantage API. | 4,287 |
 ram-ki/101_formulaic_alphas | This project implements 101 algorithmic trading strategies using Python to generate superior returns relative to a benchmark. | 15 |
| quantopian/empyrical | A Python library providing common financial risk and performance metrics. | 1,310 |
 microsoft/qlib | An AI-powered quantitative investment platform supporting diverse machine learning modeling paradigms | 15,549 |
 vivekpa/aialpha | This project trains machine learning models to predict stock returns using various algorithms and techniques. | 1,734 |
 bukosabino/ta | A Python library for financial time series analysis and feature engineering using technical indicators | 4,356 |
 alpha-miner/finance-python | A Python library providing financial calculation tools and technical indicators. | 747 |
 letianzj/quantresearch | A collection of notebooks and blogs on quantitative finance and trading strategies, including machine learning, deep reinforcement learning, and backtesting. | 2,113 |
 lastancientone/stock_analysis_for_quant | A comprehensive project providing various tools and techniques for analyzing financial data and developing trading strategies | 1,686 |
| stefan-jansen/empyrical-reloaded | A Python package providing common financial risk and performance metrics used in portfolio optimization | 53 |