periods=(10, 21)
but create_full_tear_sheet shows no cumulative return by quantile
periods=(10, 21)
but create_full_tear_sheet shows no cumulative return by quantile
Hello,
I do have the same issue on all of my Alphalens full tear sheets.
Only the 1D cumulative return chart works for me, I can't get the 5D, 10D or any other periods cumulative return charts.
Any experienced member can help please? I am stuck on this problem for 2 days now.
Thanks in advance
yeah, there was an update on alphalens a month ago or so and looking here, at line 280:
https://github.com/quantopian/alphalens/blob/master/alphalens/tears.py
it seems 1D is the only option for cumulative returns at the moment :/