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| author | minskim <minskim@pkgsrc.org> | 2018-07-05 09:21:29 +0000 |
|---|---|---|
| committer | minskim <minskim@pkgsrc.org> | 2018-07-05 09:21:29 +0000 |
| commit | 7258038e0383fa65345b2dc3459a9c468a0d3e0b (patch) | |
| tree | a82d8a6189036dd2a350dab6928fe27d31f6628f /fonts | |
| parent | efef9651b960f288e548c720bf5b0a8a1247009e (diff) | |
| download | pkgsrc-7258038e0383fa65345b2dc3459a9c468a0d3e0b.tar.gz | |
finance/py-alphalens: Update to 0.3.2
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
Diffstat (limited to 'fonts')
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