- 通过函数提取因子值
- 通过函数进行截断面的去极值、中性化、标准化处理
- 通过alphalen进行基本的IC分析
- 在V3基础上完善了alphalen的相关性分析、收益率分析
- 通过alphalen可以看出,实际上通过简单的PB、Market_cap拼接难以获得有效的alpha
This project forked from rufustang/alphalen
basic usage of Alphalen
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