alphalens

Unverified Other strategy on Indices by quantopian. BotFinder score 18 out of 100.

Performance analysis of predictive (alpha) stock factors

Source: github

Explorer/Indices/alphalens
18
Data index
IndicesMedium risk⚠ Unverified

alphalens

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Net return
—
Max drawdown
—
Sharpe
—
Profit factor
—
Win rate
—
Track record
10.4y
BotFinder Analysis

BotFinder analysis pending.

About

alphalens

.. image:: https://media.quantopian.com/logos/opensource/alphalens-logo-03.png :align: center Alphalens ========= .. image:: https://github.com/quantopian/alphalens/workflows/CI/badge.svg :alt: GitHub Actions status :target: https://github.com/quantopian/alphalens/actions?query=workflow%3ACI+branch%3Amaster 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. You can try Alphalens at Quantopian -- a free, community-centered, hosted platform for researching and testing alpha ideas. Quantopian also offers a fully managed service for professionals that includes Zipline, Alphalens, Pyfolio, FactSet data, and more. The main function of Alphalens is to surface the most relevant statistics and plots about an alpha factor, including: - Returns Analysis - Information Coefficient Analysis - Turnover Analysis - Grouped Analysis Getting started --------------- With a signal and pricing data creating a fact

Jupyter NotebookApache-2.0Open-sourcealgorithmic-tradingfinancejupyternumpypandaspython
Track record

⚠ No verified equity curve — no track-record source connected.

Risk

Drawdown profile

Data unavailable — contact the owner.

Evidence

Verification ledger

Live-audited
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Historical evolution

How the score has moved

Recalculated at each data collection. Transparency means showing the bad weeks too.

No score history is stored yet — only the current score is shown.

Reviews

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Live monitoring

⚠ No live verification account connected — ask for proof before buying.

Alerts on changes: coming soon

Prop-firm compatibility

Prop-firm compatibility not provided.

Source
quantopian
Since 2022 · 2 bots

Open-source maintainer on GitHub.

Trust 0Profile
Score & reliability18/100
Perf data0/35
Community0/25
Evidence8/20
Recency10/10
Verification0/10

Data-completeness & trust index (not a profitability rating)

Source facts
Stars4,462
Forks1,354
Open issues50
LanguageJupyter Notebook
LicenseApache-2.0
Last update2024-02-12
Created2016-06-03
Website
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