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Factor Risk Exposure (Lecture 34)

Hi Quantopian,

It would be great if you could update the code on lecture 34 in order to compute the rolling betas ?

# Compute the rolling betas  
model = pd.stats.ols.MovingOLS(y = df['R'], x=df[['F1', 'F2']],  
                             window_type='rolling',  
                             window=100)  

Thank you in advance.
Chris