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Added alphalens to list of Python libraries

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Ernesto Ezequiel Perez
2018-05-28 16:29:32 -07:00
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@@ -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 - [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 - [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 ### Time Series
- [ARCH](https://github.com/bashtage/arch) - ARCH models in Python - [ARCH](https://github.com/bashtage/arch) - ARCH models in Python