Back to Community
Quantopian Lecture Series: Factor Analysis

Building portfolios of alpha factors allows us to more carefully monitor and analyze the source and consistency of our returns. In this lecture we cover the basics of determining whether an alpha factor is suitable for a long-short equity algorithm by analyzing it using Alphalens, an open source package that we developed specifically for this purpose. We discuss the various graphs and statistics that compose an Alphalens tear sheet and provide background on how they indicate factor quality.

All of our lectures are available at:
www.quantopian.com/lectures

Loading notebook preview...
Notebook previews are currently unavailable.
Disclaimer

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.