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Merge pull request quantopian#181 from quantopian/fix-conflict
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MAINT: Fixed broken formatting
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@mmargenot
mmargenot authored Sep 20, 2017
2 parents f6f5dbc + a8207a7 commit 697ee93
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37 changes: 1 addition & 36 deletions notebooks/lectures/Fundamental_Factor_Models/notebook.ipynb
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74 changes: 7 additions & 67 deletions notebooks/lectures/Fundamental_Factor_Models/preview.html
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<title>Cloned from "Fundamental Factor Models"</title>
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<title>Fundamental Factor Models</title>

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<div class=" highlight hl-ipython2"><pre><span class="k">class</span> <span class="nc">Momentum</span><span class="p">(</span><span class="n">CustomFactor</span><span class="p">):</span>
<span class="c"># will give us the returns from last month</span>
<span class="n">inputs</span> <span class="o">=</span> <span class="p">[</span><span class="n">Returns</span><span class="p">(</span><span class="n">window_length</span><span class="o">=</span><span class="mi">20</span><span class="p">)]</span>
Expand Down Expand Up @@ -11976,7 +11976,7 @@ <h3 id="Portfolio-Construction-as-an-Asset-Pricing-Model">Portfolio Construction
<th rowspan="5" valign="top">2016-01-04 00:00:00+00:00</th>
<th>Equity(2 [ARNC])</th>
<td>-0.010040</td>
<td>True</td
<td>True</td>
<td>0.969455</td>
<td>1335.0</td>
<td>True</td>
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<tr>
<th>Equity(67 [ADSK])</th>
<td>-0.021365</td>
<td>True</td
<td>True</td>
<td>0.126237</td>
<td>227.0</td>
<td>False</td>
<td>False</td>
<td>NaN</td>
<td>NaN</td>
<td>NaN</td>
<td>False</td>
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<tr>
<th>Equity(154 [AEM])</th>
<td>True</td>
<td>1.372894e+10</td>
<td>1181.0</td>
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<td>False</td>
<td>True</td>
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<th>Equity(42173 [DLPH])</th>
<td>True</td>
<td>0.238698</td>
<td>739.0</td>
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<td>True</td>
<td>7.070387e+09</td>
<td>4300.0</td>
<td>0.005602</td>
<td>False</td>
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Expand Down Expand Up @@ -12103,6 +12084,7 @@ <h3 id="Portfolio-Construction-as-an-Asset-Pricing-Model">Portfolio Construction

<span class="n">R_highpb</span> <span class="o">=</span> <span class="n">results</span><span class="p">[</span><span class="n">results</span><span class="o">.</span><span class="n">highpb</span><span class="p">][</span><span class="s">&#39;Returns&#39;</span><span class="p">]</span><span class="o">.</span><span class="n">groupby</span><span class="p">(</span><span class="n">level</span><span class="o">=</span><span class="mi">0</span><span class="p">)</span><span class="o">.</span><span class="n">mean</span><span class="p">()</span>
<span class="n">R_lowpb</span> <span class="o">=</span> <span class="n">results</span><span class="p">[</span><span class="n">results</span><span class="o">.</span><span class="n">lowpb</span><span class="p">][</span><span class="s">&#39;Returns&#39;</span><span class="p">]</span><span class="o">.</span><span class="n">groupby</span><span class="p">(</span><span class="n">level</span><span class="o">=</span><span class="mi">0</span><span class="p">)</span><span class="o">.</span><span class="n">mean</span><span class="p">()</span>

<span class="n">R_top</span> <span class="o">=</span> <span class="n">results</span><span class="p">[</span><span class="n">results</span><span class="o">.</span><span class="n">top</span><span class="p">][</span><span class="s">&#39;Returns&#39;</span><span class="p">]</span><span class="o">.</span><span class="n">groupby</span><span class="p">(</span><span class="n">level</span><span class="o">=</span><span class="mi">0</span><span class="p">)</span><span class="o">.</span><span class="n">mean</span><span class="p">()</span>
<span class="n">R_bottom</span> <span class="o">=</span> <span class="n">results</span><span class="p">[</span><span class="n">results</span><span class="o">.</span><span class="n">bottom</span><span class="p">][</span><span class="s">&#39;Returns&#39;</span><span class="p">]</span><span class="o">.</span><span class="n">groupby</span><span class="p">(</span><span class="n">level</span><span class="o">=</span><span class="mi">0</span><span class="p">)</span><span class="o">.</span><span class="n">mean</span><span class="p">()</span>

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<pre>/usr/local/lib/python2.7/dist-packages/ipykernel_launcher.py:2: FutureWarning: TimeSeries is deprecated. Please use Series

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<pre>/usr/local/lib/python2.7/dist-packages/IPython/core/interactiveshell.py:2882: FutureWarning: The pandas.stats.ols module is deprecated and will be removed in a future version. We refer to external packages like statsmodels, see some examples here: http://statsmodels.sourceforge.net/stable/regression.html
exec(code_obj, self.user_global_ns, self.user_ns)
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Expand Down Expand Up @@ -19069,6 +19020,7 @@ <h2 id="Approach-Two:-Factor-Value-Normalization">Approach Two: Factor Value Nor




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<pre>&lt;matplotlib.text.Text at 0x7fa551a6cf10&gt;</pre>
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<pre>/usr/local/lib/python2.7/dist-packages/ipykernel_launcher.py:1: FutureWarning: TimeSeries is deprecated. Please use Series
&#34;&#34;&#34;Entry point for launching an IPython kernel.
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