skfolio.alpha.AlphaForecastComparison

class skfolio.alpha.AlphaForecastComparison(evaluations, names=None)

Side-by-side comparison of alpha forecast evaluations.

Attributes:

names

Methods

ic_summary()	IC summary for all evaluations.
plot_cumulative_ic([title])	Plot cumulative Spearman IC for all evaluations.
plot_cumulative_returns([title])	Plot cumulative 200% gross rank-weighted portfolio returns.
portfolio_summary()	Simple portfolio summary for all evaluations.

ic_summary()

IC summary for all evaluations.

plot_cumulative_ic(title=None)

Plot cumulative Spearman IC for all evaluations.

plot_cumulative_returns(title=None)

Plot cumulative 200% gross rank-weighted portfolio returns.

portfolio_summary()

Simple portfolio summary for all evaluations.