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@@ -1,35 +1,35 @@ | ||
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Qfactor | ||
Alphalens | ||
======= | ||
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Tear Sheets | ||
----------- | ||
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.. automodule:: qfactor.tears | ||
.. automodule:: alphalens.tears | ||
:members: | ||
:undoc-members: | ||
:show-inheritance: | ||
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Performance | ||
----------- | ||
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.. automodule:: qfactor.performance | ||
.. automodule:: alphalens.performance | ||
:members: | ||
:undoc-members: | ||
:show-inheritance: | ||
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Plotting | ||
-------- | ||
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.. automodule:: qfactor.plotting | ||
.. automodule:: alphalens.plotting | ||
:members: | ||
:undoc-members: | ||
:show-inheritance: | ||
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Utilities | ||
--------- | ||
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.. automodule:: qfactor.utils | ||
.. automodule:: alphalens.utils | ||
:members: | ||
:undoc-members: | ||
:show-inheritance: |
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You can adapt this file completely to your liking, but it should at least | ||
contain the root `toctree` directive. | ||
Alphalens | ||
========= | ||
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.. figure:: https://media.quantopian.com/logos/open_source/pyfolio-logo-03.png | ||
:alt: pyfolio | ||
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Qfactor | ||
------- | ||
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Qfactor is a Python Library for performance analysis of predictive | ||
(alpha) stock factors. Qfactor works great with the | ||
Alphalens is a Python Library for performance analysis of predictive | ||
(alpha) stock factors. Alphalens works great with the | ||
`Zipline <http://zipline.io/>`__ open source backtesting library, and | ||
`pyfolio <https://github.com/quantopian/pyfolio>`__ which provides | ||
`Pyfolio <https://github.com/quantopian/pyfolio>`__ which provides | ||
performance and risk analysis of financial portfolios. | ||
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The main function of Qfactor is to surface the most relevant statistics | ||
The main function of Alphalens is to surface the most relevant statistics | ||
and plots about an alpha factor, including: | ||
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- Information Coefficient Analysis | ||
- Returns Analysis | ||
- Turnover Analysis | ||
- Sector Analysis | ||
- Information Coefficient Analysis | ||
- Returns Analysis | ||
- Turnover Analysis | ||
- Sector Analysis | ||
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Getting started | ||
--------------- | ||
|
@@ -31,27 +27,25 @@ With a signal and pricing data creating a factor "tear sheet" is just: | |
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.. code:: python | ||
import qfactor | ||
import alphalens | ||
qfactor.tears.create_factor_tear_sheet(my_factor, pricing) | ||
alphalens.tears.create_factor_tear_sheet(my_factor, pricing) | ||
.. figure:: https://c1.staticflickr.com/3/2389/2073509907_345ad52bc1.jpg | ||
:alt: | ||
Learn more | ||
---------- | ||
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Check out the `example notebooks <>`__ for more on how to read and use | ||
Check out the `example notebooks <https://github.com/quantopian/qfactor/tree/master/examples>`__ for more on how to read and use | ||
the factor tear sheet. | ||
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Installation | ||
------------ | ||
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:: | ||
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pip install qfactor | ||
pip install alphalens | ||
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Qfactor depends on: | ||
Alphalens depends on: | ||
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- `matplotlib <https://github.com/matplotlib/matplotlib>`__ | ||
- `numpy <https://github.com/numpy/numpy>`__ | ||
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@@ -85,14 +79,14 @@ Questions? | |
---------- | ||
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If you find a bug, feel free to open an issue on our `github | ||
tracker <https://github.com/quantopian/qfactor/issues>`__. | ||
tracker <https://github.com/quantopian/alphalens/issues>`__. | ||
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Contribute | ||
---------- | ||
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If you want to contribute, a great place to start would be the | ||
`help-wanted | ||
issues <https://github.com/quantopian/qfactor/issues?q=is%3Aopen+is%3Aissue+label%3A%22help+wanted%22>`__. | ||
issues <https://github.com/quantopian/alphalens/issues?q=is%3Aopen+is%3Aissue+label%3A%22help+wanted%22>`__. | ||
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Credits | ||
------- | ||
|
@@ -103,12 +97,23 @@ Credits | |
- `Jonathan Larkin <https://github.com/marketneutral>`__ | ||
- Jessica Stauth ([email protected]) | ||
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Example Tear Sheet | ||
------------------ | ||
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Example factor courtesy of `ExtractAlpha <http://extractalpha.com/>`_ | ||
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.. image:: alphalens/examples/table_tear.png | ||
.. image:: alphalens/examples/returns_tear.png | ||
.. image:: alphalens/examples/ic_tear.png | ||
.. image:: alphalens/examples/sector_tear.png | ||
:alt: | ||
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API | ||
--- | ||
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Information on a specific functions, classes, or methods. | ||
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- :mod:`qfactor.tears` | ||
- :mod:`qfactor.performance` | ||
- :mod:`qfactor.plotting` | ||
- :mod:`qfactor.utils` | ||
- :mod:`alphalens.tears` | ||
- :mod:`alphalens.performance` | ||
- :mod:`alphalens.plotting` | ||
- :mod:`alphalens.utils` |
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qfactor | ||
alphalens | ||
======= | ||
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.. toctree:: | ||
:maxdepth: 4 | ||
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qfactor | ||
alphalens |
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if __name__ == "__main__": | ||
setup( | ||
name='qfactor', | ||
name='alphalens', | ||
version='0.0.0', | ||
description='Factor analysis tools', | ||
author='Quantopian Inc.', | ||
author_email='[email protected]', | ||
packages=[ | ||
'qfactor', | ||
'alphalens', | ||
], | ||
long_description=long_description, | ||
classifiers=[ | ||
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@@ -48,7 +48,7 @@ | |
'Programming Language :: Python', | ||
'Topic :: Utilities', | ||
], | ||
url='https://github.com/quantopian/qfactor', | ||
url='https://github.com/quantopian/alphalens', | ||
install_requires=install_reqs, | ||
test_requires=test_reqs | ||
) |