alphalens icon indicating copy to clipboard operation
alphalens copied to clipboard

ENH: Provide access to returns tables in top-level API

Open mmargenot opened this issue 7 years ago • 0 comments

Accessing the internal functions to get the tables of returns provides returns that are unscaled and misleading, something that is handled and abstracted away in the top-level API of Alphalens with the tear sheets. It could be helpful to perform a similar handling and return the tables directly in the top-level API so that custom views of returns (quarterly, monthly, half-yearly, etc) can be made with unbiased information.

mmargenot avatar Aug 08 '18 19:08 mmargenot