alphalens-reloaded

Factor analysis tool

Performs performance analysis of predictive stock factors

Performance analysis of predictive (alpha) stock factors

GitHub

321 stars
14 watching
71 forks
Language: Python
last commit: about 2 months ago

Related projects:

Repository Description Stars
stefan-jansen/pyfolio-reloaded Provides comprehensive performance and risk analysis tools for financial portfolios using Python and the Zipline backtesting library. 389
quantopian/alphalens A Python library for analyzing performance of predictive stock factors 3,384
scottfreellc/alphapy An autoML framework for building and analyzing trading systems and sports betting models using machine learning algorithms. 1,160
stefan-jansen/zipline-reloaded A comprehensive Pythonic algorithmic trading library used for backtesting and developing trading strategies 1,184
leosmigel/analyzingalpha Analyzes and processes Alpha data to extract insights 477
stefan-jansen/empyrical-reloaded A Python package providing common financial risk and performance metrics used in portfolio optimization 53
alpha-miner/finance-python A Python library providing financial calculation tools and technical indicators. 747
achillesrasquinha/bulbea A library for building machine learning models to predict stock prices and analyze market sentiment. 2,052
ram-ki/101_formulaic_alphas This project implements 101 algorithmic trading strategies using Python to generate superior returns relative to a benchmark. 15
vivekpa/aialpha This project trains machine learning models to predict stock returns using various algorithms and techniques. 1,734
santoshlite/eigenledger An open-source platform for portfolio management and analysis in finance 941
mcdallas/wallstreet A Python library providing real-time stock and option data analysis tools 1,375
a16z/nft-analyst-starter-pack Provides tools to analyze NFT market data and export transfer history and sales records in CSV format. 462
stefanjudis/perf-tooling A shared resource for tracking performance tools and analysis 645
rafa-rod/pytrendseries A Python library for detecting trends in time series data and analyzing their characteristics. 126