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Using alphalens on 2 domains combined into 1 pipeline to analyse factors - global investing

I am trying to use the helper function in alphalens to analyse a factor roic but instead of passing a domain can i pass a pipeline that has already combined 2 domains into alphalens? Not sure how the domain feature will work here?

1 response

Thanks for sharing the notebook. Regarding your question, I don't think it is possible to analyze the combined domain result in alphalens, until quantopian has allowed multiple domains in a single pipeline.