In [6]:
from quantopian.research.experimental import get_factor_returns
f_returns = get_factor_returns(start="2005-01-01", end="2017-12-01")
In [7]:
f_cumreturns = (f_returns+1.).cumprod()
In [8]:
f_cumreturns.plot(legend=True)
Out[8]:
In [11]:
from matplotlib import pyplot as plt
for c in f_cumreturns.columns:
f_cumreturns[c].plot(legend=True)
plt.show()
