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Commits on Mar 10, 2020

• Force non interactive if no display

  

  Gerry Manoim

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• Install numpy first

  

  Gerry Manoim

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• Multiindex

  

  Gerry Manoim

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Commits on Feb 25, 2020

• Use platform statsmodels

  

  Gerry Manoim

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• Pin statsmodels as well

  

  Gerry Manoim

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Commits on Jan 28, 2020

• Fix scipy version

  

  Gerry Manoim

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• Point tests to the right place

  

  Gerry Manoim

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• exclude some flake8 dirs

  

  Gerry Manoim

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• flake8 for testing

  

  Gerry Manoim

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• Add github actions build system

  

  Gerry Manoim

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Commits on Jan 15, 2020

• Merge pull request quantopian#354 from jimportico/flexible_binning_issue336

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  twiecki

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Commits on Jan 10, 2020

• Addressing issue quantopian#336

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  jimportico

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• Addressing issue quantopian#336

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  jimportico

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Commits on Sep 10, 2019

• Merge pull request quantopian#349 from luca-s/nb

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  twiecki

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Commits on Sep 6, 2019

• DOC: added advanced tutorial on Alphalens (on Quantopian)

  luca-s

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Commits on Aug 30, 2019

• Merge pull request quantopian#345 from quantopian/fawce-patch-1

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  twiecki

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Commits on Aug 27, 2019

• Capitalizing project names

  

  Jean Bredeche

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Commits on Aug 26, 2019

• Update README.rst

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  fawce

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Commits on Mar 31, 2019

• Merge pull request quantopian#337 from ivigamberdiev/patch-1

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  twiecki

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Commits on Mar 30, 2019

• update links and http -> https

  ivigamberdiev

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Commits on Jan 25, 2019

• Merge pull request quantopian#334 from luca-s/master

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  twiecki

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Commits on Jan 24, 2019

• BUG: utils.compute_forward_returns can raise out of bounds exception

  luca-s

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Commits on Jan 12, 2019

• MAINT: add GitHub issue template (quantopian#332)

  

  eigenfoo

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  luca-s

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Commits on Jan 3, 2019

• ENH: add ability to get daily multi-period forward returns rather than only cumulative

  

  twiecki

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  luca-s

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Commits on Dec 17, 2018

• Merge pull request quantopian#328 from luca-s/new_pandas

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  twiecki

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Commits on Dec 16, 2018

• MAINT: code refactoring to make it compatible with pandas 0.23.4

  luca-s

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Commits on Dec 14, 2018

• PERF: Speed up compute_forward_returns and get_clean_factor. (quantopian#327)

  

  Jean Bredeche

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  luca-s

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Commits on Dec 5, 2018

• Merge pull request quantopian#326 from quantopian/speedup_fwdrets

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  twiecki

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• ENH Speed up fwdret computation by computing directly from prices rather than using pct_change().

  twiecki

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Commits on Nov 3, 2018

• BUG: avoid crashing Alphalens when autocorrelation or turnover data is NaNs

  luca-s

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• BUG: factor_rank_autocorrelation infers turnover period in calendar space

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  luca-s

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Commits on Sep 28, 2018

• Merge pull request quantopian#320 from quantopian/little-s-fix-1

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  twiecki

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Commits on Sep 26, 2018

• DOC: Small typo in docstring

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  Freddie Vargus

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  buinvest

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Commits on Aug 25, 2018

• TEST: added tests for perf.mean_return_by_quantile (quantopian#318)

  luca-s

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Commits on Aug 24, 2018

• Merge pull request quantopian#313 from MichaelJMath/master

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  twiecki

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