AlessandroQI

As you correctly said in comments formula is Formula: `sqrt( sum([min(self - thresh, 0] **2 ) / (n - ddof) )` Also known as: downside deviation. so in the function...

i would like to have min_window in the rollingOLS function, because if we have a window of 90 it does not perform OLS on first 90 values. i would like...