Qfactor is a Python Library for performance analysis of predictive (alpha) stock factors. Qfactor works great with the Zipline open source backtesting library.
forked from quantopian/alphalens
-
Notifications
You must be signed in to change notification settings - Fork 0
Performance analysis of predictive (alpha) stock factors
License
alexteiga/alphalens
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
Repository files navigation
About
Performance analysis of predictive (alpha) stock factors
Resources
License
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published
Languages
- Jupyter Notebook 99.0%
- Other 1.0%