Hi,
Is it possible to use date freq 'BM'(business month-end or month-end) for alphalens factor analysis? I kept getting error: freq error: freq must be Day, BDay or CustomBusinessDay. I tried to find ways to convert business month-end freq to custom business day but it seems like there is no way to do so. Either Business month end or MonthEnd would work for my analysis. Any suggestions on solving this error?