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Commits on Aug 30, 2019

• Merge pull request quantopian#345 from quantopian/fawce-patch-1

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  twiecki

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Commits on Aug 27, 2019

• Capitalizing project names

  

  Jean Bredeche

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Commits on Aug 26, 2019

• Update README.rst

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  fawce

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Commits on Mar 31, 2019

• Merge pull request quantopian#337 from ivigamberdiev/patch-1

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  twiecki

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Commits on Mar 30, 2019

• update links and http -> https

  ivigamberdiev

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Commits on Jan 25, 2019

• Merge pull request quantopian#334 from luca-s/master

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  twiecki

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Commits on Jan 24, 2019

• BUG: utils.compute_forward_returns can raise out of bounds exception

  luca-s

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Commits on Jan 12, 2019

• MAINT: add GitHub issue template (quantopian#332)

  

  eigenfoo

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  luca-s

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Commits on Jan 3, 2019

• ENH: add ability to get daily multi-period forward returns rather than only cumulative

  

  twiecki

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  luca-s

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Commits on Dec 17, 2018

• Merge pull request quantopian#328 from luca-s/new_pandas

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  twiecki

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Commits on Dec 16, 2018

• MAINT: code refactoring to make it compatible with pandas 0.23.4

  luca-s

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Commits on Dec 14, 2018

• PERF: Speed up compute_forward_returns and get_clean_factor. (quantopian#327)

  

  Jean Bredeche

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  luca-s

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Commits on Dec 5, 2018

• Merge pull request quantopian#326 from quantopian/speedup_fwdrets

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  twiecki

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• ENH Speed up fwdret computation by computing directly from prices rather than using pct_change().

  twiecki

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Commits on Nov 3, 2018

• BUG: avoid crashing Alphalens when autocorrelation or turnover data is NaNs

  luca-s

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• BUG: factor_rank_autocorrelation infers turnover period in calendar space

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  luca-s

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Commits on Sep 28, 2018

• Merge pull request quantopian#320 from quantopian/little-s-fix-1

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  twiecki

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Commits on Sep 26, 2018

• DOC: Small typo in docstring

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  Freddie Vargus

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  buinvest

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Commits on Aug 25, 2018

• TEST: added tests for perf.mean_return_by_quantile (quantopian#318)

  luca-s

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Commits on Aug 24, 2018

• Merge pull request quantopian#313 from MichaelJMath/master

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  twiecki

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Commits on Aug 23, 2018

• BUG: Aggregate by_group after by_date calculation

  MichaelJMath

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• BUG: Calculate mean returns by date before mean return by quantile

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  MichaelJMath

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• BUG: Fix date conversion in newer versions of pandas (quantopian#317)

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  MichaelJMath

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  luca-s

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Commits on Jun 15, 2018

• Merge pull request quantopian#307 from quantopian/license

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  Vikram Narayan

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• MAINT: add year/name to license

  

  vikram-narayan

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Commits on Jun 7, 2018

• MAINT: clean up backward compat API (quantopian#286)

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  luca-s

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Commits on May 16, 2018

• ENH: zero aware quantiles (quantopian#306)

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  eigenfoo

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  luca-s

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Commits on May 11, 2018

• BUG: compute_mean_return_spread returns error if no std_err argument

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  luca-s

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• STY: fixed few comments and docstrings

  luca-s

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Commits on May 10, 2018

• ENH: added n_bars option in 'create_event_study_tear_sheet'

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  luca-s

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• ENH: added rate of return option in 'create_event_study_tear_sheet'

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  luca-s

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• BUG: create_pyfolio_input doesn't work with frequency higher that 1 day

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  luca-s

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Commits on Apr 24, 2018

• TST: added test cases for holidays detection

  luca-s

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Commits on Apr 23, 2018

• BUG: compute_forward_returns fails detecting the correct period length

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  luca-s

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Commits on Apr 22, 2018

• PERF: computation of cumulative returns is very slow

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