subtraction for market neutralization match timestamps of market on t…#69
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CaryLorrk wants to merge 1 commit into
Open
subtraction for market neutralization match timestamps of market on t…#69CaryLorrk wants to merge 1 commit into
CaryLorrk wants to merge 1 commit into
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The default behavior of pandas.DataFrame's subtraction is to match input Series index on column. What we want is index to index (timestamps to timestamps) subtraction.