Where is the documentation for RollingLinearRegressionOfReturns? It seems to have disappeared...
Or maybe there is an alternative that outputs the same values (alpha, beta, r_value)?
Where is the documentation for RollingLinearRegressionOfReturns? It seems to have disappeared...
Or maybe there is an alternative that outputs the same values (alpha, beta, r_value)?
You can find it in the zipline source code:
https://github.com/quantopian/zipline/blob/7eeaafbc690be52506ea3f44dfbd2900e88e7610/zipline/pipeline/factors/statistical.py#L365