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Are we using these data? I haven't updated these in a while ... is this affecting our sample?
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It looks like [enough has changed](https://github.com/quantopian/pyfolio/compare/v0.7.0...master) on pyfolio to merit v0.8.0 (with risk and performance attribution, I think we might even want to call …
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alphalens is awesome!
I have been used alphalens to filter several effective factors from many factors in stock market for some time.
However, by the previous step I just got several effective facto…
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Currently pyfolio fetches any benchmarks that you do not supply. These happen to be SPY, and the Fama-French factors.
We should relax this: pyfolio should insist that you enter a benchmark, and a s…
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https://quantpedia.com/Screener/Details/67
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It looks like the HML legend label is incorrect in the `plotting.plot_rolling_fama_french()` function. It currently labels the HML factor as "High Growth". However, this is actually the opposite of wh…
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CC @richafrank
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Originally reported by: **Ian Gow (Bitbucket: [iangow](https://bitbucket.org/iangow), GitHub: [iangow](https://github.com/iangow))**
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- IBES?
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I follow the documentation and do
```
from pandas_datareader.famafrench import get_available_datasets
get_available_datasets()
```
I get the error message: Please install lxml if you want to use…
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I ran into a minor issue reading data from the Fama-French data library in pandas 0.16.2 where for some files in the data library, the file's second edge is not detected. For example, the DataReader …