Help with Alphalens on Infrequent Data

Hi All,

I am having some issues with using alphalens to analyze alpha factors, particularly economic ones that are released infrequent i.e. Weekly or monthly. Can any please help me out into combining the adp data in the worksheet into the 'class' that would be able to fit into the pipeline & feed alphalens? Its fine for the universe to just be SPY for the example.

Thanks for any help.

2
I don't believe this is a good example of Alphalens usage because you don't have a factor value associated with each security in your universe, instead you only have one time series adp_empl_sec. Why not simply testing the correlation between adp_empl_sec and the market? What kind of analysis would you like to do with Alphalens?