As explained in this alphalens issue, it's a common need to be able to call up the Fama French factors for research or modelling purposes, so it sounds like empyrical should provide stable, reliable support to those factors.
Is there scope to replicate code from pyfolio in empyrical's utils.py?
eigenfoo
commented
7 years ago
As explained in this alphalens issue, it's a common need to be able to call up the Fama French factors for research or modelling purposes, so it sounds like empyrical should provide stable, reliable support to those factors.
Is there scope to replicate code from pyfolio in empyrical's
utils.py?