Index

A

add_custom_calendar_timedelta() (in module alphalens.utils) alphalens.performance module alphalens.plotting module

alphalens.tears module alphalens.utils module average_cumulative_return_by_quantile() (in module alphalens.performance)

B

backshift_returns_series() (in module alphalens.utils)

C

close() (alphalens.tears.GridFigure method) common_start_returns() (in module alphalens.performance) compute_forward_returns() (in module alphalens.utils) compute_mean_returns_spread() (in module alphalens.performance) create_event_returns_tear_sheet() (in module alphalens.tears) create_event_study_tear_sheet() (in module alphalens.tears) create_full_tear_sheet() (in module alphalens.tears)

create_information_tear_sheet() (in module alphalens.tears) create_pyfolio_input() (in module alphalens.performance) create_returns_tear_sheet() (in module alphalens.tears) create_summary_tear_sheet() (in module alphalens.tears) create_turnover_tear_sheet() (in module alphalens.tears) cumulative_returns() (in module alphalens.performance) customize() (in module alphalens.plotting)

D

demean_forward_returns() (in module alphalens.utils)

diff_custom_calendar_timedeltas() (in module alphalens.utils)

F

factor_alpha_beta() (in module alphalens.performance) factor_cumulative_returns() (in module alphalens.performance) factor_information_coefficient() (in module alphalens.performance)

factor_positions() (in module alphalens.performance) factor_rank_autocorrelation() (in module alphalens.performance) factor_returns() (in module alphalens.performance) factor_weights() (in module alphalens.performance)

G

get_clean_factor() (in module alphalens.utils) get_clean_factor_and_forward_returns() (in module alphalens.utils)

get_forward_returns_columns() (in module alphalens.utils) GridFigure (class in alphalens.tears)

I

infer_trading_calendar() (in module alphalens.utils)

M

MaxLossExceededError mean_information_coefficient() (in module alphalens.performance) mean_return_by_quantile() (in module alphalens.performance) module alphalens.performance alphalens.plotting alphalens.tears alphalens.utils

N

next_cell() (alphalens.tears.GridFigure method) next_row() (alphalens.tears.GridFigure method)

non_unique_bin_edges_error() (in module alphalens.utils) NonMatchingTimezoneError

P

plot_cumulative_returns() (in module alphalens.plotting) plot_cumulative_returns_by_quantile() (in module alphalens.plotting) plot_events_distribution() (in module alphalens.plotting) plot_factor_rank_auto_correlation() (in module alphalens.plotting) plot_ic_by_group() (in module alphalens.plotting) plot_ic_hist() (in module alphalens.plotting) plot_ic_qq() (in module alphalens.plotting) plot_ic_ts() (in module alphalens.plotting) plot_information_table() (in module alphalens.plotting) plot_mean_quantile_returns_spread_time_series() (in module alphalens.plotting)

plot_monthly_ic_heatmap() (in module alphalens.plotting) plot_quantile_average_cumulative_return() (in module alphalens.plotting) plot_quantile_returns_bar() (in module alphalens.plotting) plot_quantile_returns_violin() (in module alphalens.plotting) plot_quantile_statistics_table() (in module alphalens.plotting) plot_returns_table() (in module alphalens.plotting) plot_top_bottom_quantile_turnover() (in module alphalens.plotting) plot_turnover_table() (in module alphalens.plotting) positions() (in module alphalens.performance) print_table() (in module alphalens.utils)

Q

quantile_turnover() (in module alphalens.performance)

quantize_factor() (in module alphalens.utils)

R

rate_of_return() (in module alphalens.utils)

rethrow() (in module alphalens.utils)

S

std_conversion() (in module alphalens.utils)

T

timedelta_strings_to_integers() (in module alphalens.utils)

timedelta_to_string() (in module alphalens.utils)