Alphalens-style research in AmiBroker?

AmiBroker
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Hi everyone,

I would like to ask if anyone has tried to do Alphalens-style research in AmiBroker. By this I mean the type of factor analysis that Alphalens provides in Python (e.g. evaluating predictive power of factors, forward returns by quantiles, information coefficients, etc.).

  • Is there any workflow, tool, or common practice in AmiBroker to implement something similar?
  • Or has anyone experimented with building this kind of factor research directly inside AmiBroker?

Any guidance or examples would be greatly appreciated.

Thanks in advance!

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