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@gregzanotti
gregzanotti committed Aug 19, 2022
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Expand Up @@ -43,4 +43,8 @@ Generated residuals for the factor model will be saved in the `residuals` folder

## Contributing

Code is released as is, but we welcome pull requests for any issues.
Code is released as is, but we welcome pull requests for any issues.

## Notes

Note that `use_residual_weights` must be set to True in configuration files to reproduce results of the paper. Unfortunately, original asset return and characteristic data cannot be released due to our licensing agreements with data providers.

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