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"Programming Language :: Python :: 2.7",
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"description": ".. image:: https://media.quantopian.com/logos/open_source/alphalens-logo-03.png\n :align: center\n\nAlphalens\n=========\n.. image:: https://travis-ci.org/quantopian/alphalens.svg?branch=master\n :target: https://travis-ci.org/quantopian/alphalens\n \n \nAlphalens is a Python Library for performance analysis of predictive\n(alpha) stock factors. Alphalens works great with the\n`Zipline `__ open source backtesting library, and\n`Pyfolio `__ which provides\nperformance and risk analysis of financial portfolios.\n\nThe main function of Alphalens is to surface the most relevant statistics\nand plots about an alpha factor, including:\n\n- Returns Analysis\n- Information Coefficient Analysis\n- Turnover Analysis\n- Grouped Analysis\n\nGetting started\n---------------\n\nWith a signal and pricing data creating a factor \"tear sheet\" is a two step process:\n\n.. code:: python\n\n import alphalens\n \n # Ingest and format data\n factor_data = alphalens.utils.get_clean_factor_and_forward_returns(my_factor, \n pricing, \n quantiles=5,\n groupby=ticker_sector,\n groupby_labels=sector_names)\n\n # Run analysis\n alphalens.tears.create_full_tear_sheet(factor_data)\n\n\nLearn more\n----------\n\nCheck out the `example notebooks `__ for more on how to read and use\nthe factor tear sheet.\n\nInstallation\n------------\n\nInstall with pip:\n\n::\n\n pip install alphalens\n\nInstall with conda: \n\n::\n\n conda install -c conda-forge alphalens\n\nInstall from the master branch of Alphalens repository (development code):\n\n::\n\n pip install git+https://github.com/quantopian/alphalens\n\nAlphalens depends on:\n\n- `matplotlib `__\n- `numpy `__\n- `pandas `__\n- `scipy `__\n- `seaborn `__\n- `statsmodels `__\n\nUsage\n-----\n\nA good way to get started is to run the examples in a `Jupyter\nnotebook `__.\n\nTo get set up with an example, you can:\n\nRun a Jupyter notebook server via:\n\n.. code:: bash\n\n jupyter notebook\n\nFrom the notebook list page(usually found at\n``http://localhost:8888/``), navigate over to the examples directory,\nand open any file with a .ipynb extension.\n\nExecute the code in a notebook cell by clicking on it and hitting\nShift+Enter.\n\nQuestions?\n----------\n\nIf you find a bug, feel free to open an issue on our `github\ntracker `__.\n\nContribute\n----------\n\nIf you want to contribute, a great place to start would be the\n`help-wanted\nissues `__.\n\nCredits\n-------\n\n- `Andrew Campbell `__\n- `James Christopher `__\n- `Thomas Wiecki `__\n- `Jonathan Larkin `__\n- Jessica Stauth (jstauth@quantopian.com)\n- `Taso Petridis `_\n\nFor a full list of contributors see the `contributors page. `_\n\nExample Tear Sheet\n------------------\n\nExample factor courtesy of `ExtractAlpha `_\n\n.. image:: https://github.com/quantopian/alphalens/raw/master/alphalens/examples/table_tear.png\n.. image:: https://github.com/quantopian/alphalens/raw/master/alphalens/examples/returns_tear.png\n.. image:: https://github.com/quantopian/alphalens/raw/master/alphalens/examples/ic_tear.png\n.. image:: https://github.com/quantopian/alphalens/raw/master/alphalens/examples/sector_tear.png\n :alt:",
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