Hi all,
I am running the Factors part of the Getting Started guide. In it a 'momentum' factor is defined as a z-score.
I thought it was strange that all the values in the head are positive. To investigate I commented out the following line:
momentum_factor = momentum.zscore()
... and the head is unchanged. I suppose z-score is applied to rows but there is only 1 value per row?
Thanks!
Craig