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How to regress fundamental data against a list of stocks' returns
EL
posted Feb 19, 2019

Hello, I am going through the quantopian lecture series, and in the lecture on linear regression a model was provided to do a simple linear regression. I am playing around with it trying to learn how it works and had the idea to test out if it was possible to regress quarterly debt/asset ratios for a given stock against their daily returns.

I am trying to use the Factset fundamental data and can't seem to get it to work. I am wondering if it has something to do with the .latest attribute that I'd normally call in a pipeline? Is there another way to do this, or is it just not possible/useful?

Thanks

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