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Alphalens on Sentdex dataset

Just curios to evaluate Sentdex dataset. Here are the results

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2 responses

The NB analyze data starting from 2013-11-01, since then the market has been performing quite well consistently. It's not surprising the long only version has higher returns. We would have had different results if we had made the NB starting in 2007, I guess, but the Free data availability is 01 Jun 2013 - 22 May 2017

Seems very good