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v0.1.2

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@luca-s luca-s released this 03 Oct 21:26
· 153 commits to master since this release

New release v0.1.2

  • Removed deprecated API 'alphalens.tears.create_factor_tear_sheet'

  • Added event study API 'alphalens.tears.create_event_study_tear_sheet' and relative example NB

  • Added Long only option to 'alphalens.performance.factor_alpha_beta'

  • Improved docstrings all around

  • Small bug fixes