One can access factor exposure to assets via quantopian.pipeline.experimental.risk_loading_pipeline
, but is there a way to access the daily returns for each of the five style factors?
One can access factor exposure to assets via quantopian.pipeline.experimental.risk_loading_pipeline
, but is there a way to access the daily returns for each of the five style factors?
And of course there is...
from quantopian.research.experimental import get_factor_returns
get_factor_returns(start_date, end_date)