Performance analysis of predictive (alpha) stock factors

alpha101, alpha191, alphalens, backtrader, 量化研究

A modified version of alphalens with updated dependencies and fixes

基于streamlit的因子分析app

Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial engineering report. Steps include factor data collection and preprocessing, factor combination, portfolio optimization and risk return analysis.

Performance analysis of predictive (alpha) factors

Learn how to research fundamental factors using Pipeline, Alphalens, and Sharadar price and fundamental data.

A conda-smithy repository for alphalens-reloaded.

📈This repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor)

alphalens pypfopt vectorbt 📈 And end-to-end pipeline to train predictive Machine Learning models on financial (non-stationary, regime changing) time series. Includes feature selection and meta labelling.

📈This repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor)

维护后的alphalens库，适应版本更高的pandas，并修复了分位数问题

alphalens support high frequency

basic usage of Alphalen

Tear sheet to use alphalens with make_pipeline on zipline

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🔬 Professional quantitative factor analysis framework built on Alphalens methodology - comprehensive IC analysis, factor evaluation, and performance attribution with visualization tools

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Just playing around with AlphaLens

AlphaLens multi-agent financial intelligence system

alphalens_trial

Alphalens lacks accurate monthly factor testing; this library delivers it.

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A comprehensive quantitative investment system for US/HK stock markets: multi-factor mining, Alphalens evaluation, CVXPY optimization, and backtesting

Introduction to QuantRocket's borrow fees dataset. Uses Alphalens to analyze borrow fees as an alpha source and uses Moonshot to backtest a strategy that shorts stocks with high borrow fees while modeling borrowing costs.

A conda-smithy repository for alphalens.

Quantitative analysis system built using zipline, pyfolio, and alphalens

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