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Alphalens quantiles

  • Thread starter Thread starter ydm
  • Start date Start date
ydm

ydm

Joined
5/27/21
Messages
1
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11
Can somebody with experience in alphalens explain to me, please, why the get_clean_factor() function is splitting my factor (which is randomly generated [-1;1] in this case) into overlapping quantiles/bins?

ddf7b01dd9c02c93be1c2e8ba40638e8ef5c8bcb.png
 

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