Alphalens

Alphalens is a Python library which I used in my internship at winter break this year. Alphalens is a library which helps you in financial quantitative research. It is generally used in factor research which is a financial quantitative research method.

I liked Alphalens because it's code is clean, I can bravely say this because I read some code files of it maybe hundreds of times for learning and debugging purposes. It runs very fast because most operations of it is written with Pandas, which I mentioned about it in other page. Also it's code documentation is well-written, therefore it explains every parameter(data type,the shape of table) for every single function.

Some of my work with Alphalens is here if you interested in financial research and/or Alphalens.

References

• Alphalens Repository : https://github.com/quantopian/alphalens
• Alphalens website : https://www.quantopian.com/posts/alphalens-a-new-tool-for-analyzing-alpha-factors