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Hello!
installed pyfolio like this: conda install -c conda-forge pyfolio
when trying: import pyfolio as pf i get the following traceback:
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Portfolios go back many decades, yet the function only retrieves data from 2010 to current.
`CF_P = web.DataReader("Portfolios_Formed_on_CF-P", "famafrench")
CF_P['DESCR']`
out: u'Portfolios Form…
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The Fama-French data hasn't been updated in a couple months: http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html
If a tearsheet is being run with returns data that is purely ou…
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Detectei que as citações indiretas sem parênteses estão separadas somente por "e", talvez por causa de uma correção de bug anterior.
Segue o exemplo mínimo:
\documentclass{article}
\usepackage{lm…
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Hello, I have two questions about KFAS. The first one is about filtered estimator(a_t|t) versus one-step ahead predictor(a_t).
In Time Series Analysis by State Space Methods by Durbin and Koopman,…
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Prezados,
Percebi as seguintes inconsistências nas citações/referências:
a) citações indiretas (\textcite{}):
a.1) trabalhos de um mesmo autor e de anos diferentes estão separados por vírgula
…
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https://github.com/quantopian/pyfolio/blob/master/pyfolio/timeseries.py#L563 shows we are using separate linear regressions which is problematic because the factors are confounded.
We should inste…
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As explained in this [alphalens issue](https://github.com/quantopian/alphalens/issues/182), it's a common need to be able to call up the Fama French factors for research or modelling purposes, so it s…
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I'm getting a download error for the FF data library and I can't turn off the FF plots have to manually deactivate them by commenting out the code.
http://mba.tuck.dartmouth.edu/pages/faculty/ken.f…
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Hello,
I noticed that some doc example are broken.
http://pandas-datareader.readthedocs.org/en/latest/remote_data.html
- Yahoo Finance
- Fama / French
- EDGAR
It raises a TypeError
```
In [16]: da…