From 3b69ea5164872e951a88157d8db50be98f108d73 Mon Sep 17 00:00:00 2001 From: Ernesto Ezequiel Perez Date: Mon, 28 May 2018 16:29:32 -0700 Subject: [PATCH] Added alphalens to list of Python libraries --- README.md | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/README.md b/README.md index 5089f1a..6414a60 100644 --- a/README.md +++ b/README.md @@ -75,6 +75,10 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [visualize-wealth](https://github.com/benjaminmgross/visualize-wealth) - Portfolio construction and quantitative analysis - [VisualPortfolio](https://github.com/wegamekinglc/VisualPortfolio) - This tool is used to visualize the perfomance of a portfolio +### Factor Analysis + +- [alphalens](https://github.com/quantopian/alphalens) - Performance analysis of predictive alpha factors + ### Time Series - [ARCH](https://github.com/bashtage/arch) - ARCH models in Python