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subtraction for market neutralization match timestamps of market on t...#69
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CaryLorrk wants to merge 1 commit into
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subtraction for market neutralization match timestamps of market on t... #69CaryLorrk wants to merge 1 commit into
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...imestamps of symbols.
tnlin
commented
Sep 4, 2016
cheers from Coursera 😄
emma11235
commented
Nov 12, 2016
Awesome! This quick fix worked for me as well! Been frustrated yesterday when got an empty plot. Thank you!!!
Strange it's working for others, including the instructor on video (Coursera)
I did all the steps and although the error is gone at run time, the plot is still empty. I even setup the vagrant image on VB and ran the code through that. It compiles and generates plot but plot is still empty. I'm now also getting the following error. Any thoughts?
Error writing cache: /tmp/QSS/qstk-Yahoo(series of numbers).pkl
Note - When I turn b_market_neutral to false, the plot outputs correctly.
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The default behavior of pandas.DataFrame's subtraction is to match input Series index on column. What we want is index to index (timestamps to timestamps) subtraction.