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Tags: Quantitative finance

1.quantopian / alphalens

Performance analysis of predictive (alpha) stock factors

finance
python
pandas
numpy
algorithmic-trading
jupyter

Jupyter Notebook APACHE-2.04.5K total1.4K forks

+15 stars

from 4,484 · score 2.77

Order: Attention Score

Most net stars gained in the window first. The score only puts this gain on a log scale, so the order is the order of the gain.

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Ranked by stars gained in the window. The score is the natural log of one plus that gain, so a repository's rank is exactly its star gain's rank.

score = log1p(net stars gained in the trailing T complete UTC days)

A repository is ranked only when its Star History covers every day of the window and its latest Observation is not missing.

The longest window is 180 days. Star History from the Repository Host goes back at most 180 days before the first daily record that AwesomeRepos made for the repository. A longer window needs more of these daily records first. A repository younger than the window does not rank in it.

The filters select from the same eligible repositories. A repository matches the topics when it has any of them. Total stars is the count now. Last push and creation on the Repository Host count back from the start of today (UTC). The counts beside the languages, licenses, and topics include all ranked repositories in the window. A Tag holds the repositories that have it. See Tags.

A new repository enters the index when it gains stars faster than the published admission threshold, whatever its size. A repository stays in the index after it enters. Thus an archived repository can still rank.

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