If it exists, could someone point me to a current Alphalens lecture/tutorial/lesson/video?
This looks pretty good:
https://www.quantopian.com/lectures/factor-analysis
When was the last time it was reviewed and updated? Does it include running Pipeline in chunks (I'd like to run relatively long analyses)?
Any feedback on this? My contest entries use Pipeline custom factors, so I figure it should be really easy to plunk them into an Alphalens template. Anyone have a current example?
Hi Grant, the Factor Analyze lecture is up-to-date with all current Alphalens updates as of the end of April; you should be able to use it to analyze your factors.
Let me know if you encounter any issues.
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In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. 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.
