Hi, Having a hard time with both cboe and yahoo quandl vix data, meaning date and price seem to be misaligned in a few places. Please see the notebook for the examples
Thanks for your time
Hi, Having a hard time with both cboe and yahoo quandl vix data, meaning date and price seem to be misaligned in a few places. Please see the notebook for the examples
Thanks for your time
Do you mean CBOE data from quantopian, or CBOE data you fetch_csv yourself? I've had few problems with the latter, but regrettably, I can't recommend the former...
@Simon
Im refferring to both Cboe and Yahoo Quandl data that is provided via Quantopian. The notebook I attached before has the proper inputs.
Thanks for taking a look
I have tested VixMavg(CustomFactor) bug in March 2016.
But no one from Quantopian team even respond to that.