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

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@twiecki 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

@twiecki twiecki added this to the 0.2 release milestone Oct 7, 2015
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twiecki commented Oct 7, 2015

Merged with 2e8cbea

@twiecki twiecki closed this Oct 7, 2015
@twiecki twiecki deleted the fix_monthly_ret_dist branch October 7, 2015 14:16
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