Hi everyone,
I am trying to make an analysis in order to understand relationship between factors and returns as well as cross-relationship between two factors (here: forward_dividend and cash_return) and intraday returns.
Feel free to add some comments and critics :)
Dear Daniel, thank you for posting your code. Please note that in order to reshape a groupby object into a proper data frame you could just use .unstack() command. Please also note that xticklabels and yticklabels should in fact include the deciles values, while you put there x and y axes titles. To give axes the titles you could use commands from matplotlib library such as plt.xlabel and plt.ylabel.
best regards,
Chulpan
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