6131abff4c
New features since 0.2.1: - Integration with Pyfolio. It is now possible to simulate a portfolio using the input alpha factor and analyze the performance with Pyfolio. - Added new API utils.get_clean_factor to run Alphalens with returns instead of prices - Changed color palette to improve the visual experience for colorblind users - Standard deviation bars optional in tears.create_event_returns_tear_sheet - Alphalens now properly handles intraday factors |
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