Hi, friends. In this tutorial,it has:
pricing = df.loc[:, 'Open'].iloc[1:].unstack('asset')
I wonder why it exclude index 0. I think the following is ok. Could anyone explain?
pricing = df.loc[:, 'Open'].unstack('asset')
Hi, friends. In this tutorial,it has:
pricing = df.loc[:, 'Open'].iloc[1:].unstack('asset')
I wonder why it exclude index 0. I think the following is ok. Could anyone explain?
pricing = df.loc[:, 'Open'].unstack('asset')
Maybe this…
“The price we pass to alphalens is the next available price after that factor observation: the daily open price that will be used as assets entry price.”
I’m assuming the first factor observation corresponds to index 0