alphalens - Performance analysis of predictive (alpha) stock factors

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Alphalens is a Python Library for performance analysis of predictive (alpha) stock factors. Alphalens works great with the Zipline open source backtesting library, and Pyfolio which provides performance and risk analysis of financial portfolios.Check out the example notebooks for more on how to read and use the factor tear sheet.

http://quantopian.github.io/alphalens
https://github.com/quantopian/alphalens

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