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Merge b8c5b84 into ea677bb
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dstaple committed Aug 2, 2017
2 parents ea677bb + b8c5b84 commit 226a660
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2 changes: 2 additions & 0 deletions zipline/pipeline/factors/statistical.py
Expand Up @@ -455,6 +455,8 @@ class RollingLinearRegressionOfReturns(RollingLinearRegression):
:class:`zipline.pipeline.factors.RollingPearsonOfReturns`
:class:`zipline.pipeline.factors.RollingSpearmanOfReturns`
"""
window_safe = True

def __new__(cls,
target,
returns_length,
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