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HumanRupert/ff3fm_factors.py

Created January 24, 2021 07:06
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ff3fm_factors
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ff3fm_factors.py
factors = pd.read_csv("./data/factors.csv", index_col="Date")
# convert Date index to datetime object
factors.index= pd.to_datetime(factors.index, format="%Y%m%d")
# get monthly avg
factors = factors.resample('BM').mean()
factors_cum = factors.cumsum()
factors_cum.plot.line()
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