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BUG Monthly returns distribution should not stack by year. #162

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twiecki wants to merge 1 commit into master from fix_monthly_ret_dist

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twiecki commented Oct 7, 2015

Out of monthly returns we created a year by month table, then dropped nans, then unstacked again to create the flat array for monthly returns distribution. Essentially throwing away data.
Related: https://github.com/quantopian/qexec/issues/7890


          BUG Monthly returns distribution should not stack by year.

800867b

twiecki added this to the 0.2 release milestone

twiecki assigned justinlent

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twiecki commented Oct 7, 2015

Merged with 2e8cbea

twiecki closed this

twiecki deleted the fix_monthly_ret_dist branch

October 7, 2015 14:16

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