Factor Modeling, Portfolio Construction, Python, Log Returns, Finance.
end_date def download_data(self): data = yf.download(self.tickers, start=self.start_date, end=self.end_date) return data def clean_data(self, data): # Remove any missing values clean_data = data.dropna() return clean_data def calculate_log_returns(self, data): # Calculate log returns for each asset