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Winston
edited

[deleted by user]

2 responses
Simon Thornington

It's in Pipeline, or you can use fetch_csv to bring the data in from outside.

Simon Thornington

Yes, but it's not easy. You must do all the transformations you want inside of a CustomFactor class that you write. fetch_csv is not easy either; if you need historical data, it's awful in fact.

If you just need the most recent value of VIX, though, either method is fine, though Pipeline probably easier and safer. There are have been discussions recently about data quality issues there, but I trust that those will get resolved eventually.

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