Merge pull request cvxgrp#63 from wec7/master

Fix HelloWorld.ipynb to solve Issue cvxgrp#59
Andreas237 · Jul 14, 2021 · 3985059 · 3985059
2 parents 7ffa54b + 153001e
commit 3985059
Showing 1 changed file with 2 additions and 3 deletions.
diff --git a/examples/HelloWorld.ipynb b/examples/HelloWorld.ipynb
@@ -18,7 +18,6 @@
    "outputs": [],
    "source": [
     "%matplotlib inline\n",
-    "import numpy as np\n",
     "import pandas as pd\n",
     "import quandl\n",
     "\n",
@@ -257,7 +256,7 @@
    ],
    "source": [
     "r_hat = returns.rolling(window=250, min_periods=250).mean().shift(1).dropna()\n",
-    "Sigma_hat = returns.rolling(window=250, min_periods=250, closed='neither').cov().dropna()\n",
+    "Sigma_hat = returns.rolling(window=250, min_periods=250, closed='neither').cov().dropna().droplevel(1)\n",
     "\n",
     "r_hat.tail()"
    ]
@@ -452,4 +451,4 @@
  },
  "nbformat": 4,
  "nbformat_minor": 1
-}
+}