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Linear cone broken in volatility matched cumulative returns plot #152

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twiecki opened this issue Sep 27, 2015 · 3 comments
Closed

Linear cone broken in volatility matched cumulative returns plot #152

twiecki opened this issue Sep 27, 2015 · 3 comments
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@twiecki
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twiecki commented Sep 27, 2015

We seem to compute the cone on the non-volatility-matched returns.
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@justinlent
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I propose we just remove the cone on this volatility matched plot. While working on the new multi-shaded cone branch I see how to fix this pretty easily, so I'll take it

@justinlent justinlent self-assigned this Oct 12, 2015
@twiecki
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twiecki commented Oct 13, 2015

+1 on removing the cone for the vol-matched case.

justinlent pushed a commit that referenced this issue Oct 14, 2015
Added TO-DO comment/question in plotting.plot_rolling_returns() for h…
2a0c49c 
…ow to properly address Issue #152
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twiecki commented Oct 21, 2015

Fixed by #168

@twiecki twiecki closed this as completed Oct 21, 2015
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