difference between cdef class Rsquare(Expanding) in expanding.pyx and class Rsquare(Rolling) in ops.py?

Open quant2008 opened this issue 2 years ago • 0 comments

Hi, there is cdef class Rsquare(Expanding) in expanding.pyx and class Rsquare(Rolling) in ops.py. I wonder when you compute factors using Rsquare, which one will be used? and what's the difference between them? Why you desgin two Rsquare?

Dec 05 '23 08:12 quant2008