diff --git a/tests/risk/test_risk.py b/tests/risk/test_risk.py
index 0526ac11..b850ec64 100644
--- a/tests/risk/test_risk.py
+++ b/tests/risk/test_risk.py
@@ -91,7 +91,7 @@ class TestRisk(unittest.TestCase):
     def test_drawdown(self):
         returns = factory.create_returns_from_list(
             [1.0, -0.5, 0.8, .17, 1.0, -0.1, -0.45], self.sim_params)
-        #200, 100, 180, 210.6, 421.2, 379.8, 208.494
+        # 200, 100, 180, 210.6, 421.2, 379.8, 208.494
         metrics = risk.RiskMetricsPeriod(returns[0].date,
                                          returns[-1].date,
                                          returns)
@@ -398,7 +398,7 @@ class TestRisk(unittest.TestCase):
     # Month 4 seems to be the problem. Variance is disabled
     # just to avoid distraction - it is much closer than covariance
     # and can probably pass with 6 significant digits instead of 7.
-    #re-enable variance, alpha, and beta tests once this is resolved
+    # re-enable variance, alpha, and beta tests once this is resolved
     def test_algorithm_covariance_06(self):
         answer_key_month_periods = ANSWER_KEY.get_values(
             AnswerKey.ALGORITHM_PERIOD_COVARIANCE['Monthly'],
@@ -624,7 +624,7 @@ class TestRisk(unittest.TestCase):
             minute=0,
             tzinfo=pytz.utc)
 
-        #1992 and 1996 were leap years
+        # 1992 and 1996 were leap years
         total_days = 365 * 5 + 2
         end = start + datetime.timedelta(days=total_days)
         sim_params90s = SimulationParameters(
@@ -682,10 +682,10 @@ class TestRisk(unittest.TestCase):
         )
 
     def assert_last_day(self, period_end):
-        #30 days has september, april, june and november
+        # 30 days has september, april, june and november
         if period_end.month in [9, 4, 6, 11]:
             self.assertEqual(period_end.day, 30)
-        #all the rest have 31, except for february
+        # all the rest have 31, except for february
         elif(period_end.month != 2):
             self.assertEqual(period_end.day, 31)
         else:
diff --git a/tests/test_finance.py b/tests/test_finance.py
index 6ee06847..075df882 100644
--- a/tests/test_finance.py
+++ b/tests/test_finance.py
@@ -79,7 +79,7 @@ class FinanceTestCase(TestCase):
 
     @timed(DEFAULT_TIMEOUT)
     def test_trading_environment(self):
-        #holidays taken from: http://www.nyse.com/press/1191407641943.html
+        # holidays taken from: http://www.nyse.com/press/1191407641943.html
         new_years = datetime(2008, 1, 1, tzinfo=pytz.utc)
         mlk_day = datetime(2008, 1, 21, tzinfo=pytz.utc)
         presidents = datetime(2008, 2, 18, tzinfo=pytz.utc)
@@ -145,7 +145,7 @@ class FinanceTestCase(TestCase):
         expected_trading_days = (
             datetime(2007, 12, 31, tzinfo=pytz.utc),
             # Skip new years
-            #holidays taken from: http://www.nyse.com/press/1191407641943.html
+            # holidays taken from: http://www.nyse.com/press/1191407641943.html
             datetime(2008, 1, 2, tzinfo=pytz.utc),
             datetime(2008, 1, 3, tzinfo=pytz.utc),
             datetime(2008, 1, 4, tzinfo=pytz.utc),
@@ -161,7 +161,7 @@ class FinanceTestCase(TestCase):
 
     @timed(EXTENDED_TIMEOUT)
     def test_full_zipline(self):
-        #provide enough trades to ensure all orders are filled.
+        # provide enough trades to ensure all orders are filled.
         self.zipline_test_config['order_count'] = 100
         # making a small order amount, so that each order is filled
         # in a single transaction, and txn_count == order_count.
diff --git a/tests/test_perf_tracking.py b/tests/test_perf_tracking.py
index 192f16eb..b1033ba0 100644
--- a/tests/test_perf_tracking.py
+++ b/tests/test_perf_tracking.py
@@ -168,7 +168,7 @@ class TestDividendPerformance(unittest.TestCase):
 
     def test_long_position_receives_dividend(self):
         with trading.TradingEnvironment():
-            #post some trades in the market
+            # post some trades in the market
             events = factory.create_trade_history(
                 1,
                 [10, 10, 10, 10, 10],
@@ -213,7 +213,7 @@ class TestDividendPerformance(unittest.TestCase):
             self.assertEqual(cash_pos, [9000, 9000, 10000, 10000, 10000])
 
     def test_post_ex_long_position_receives_no_dividend(self):
-        #post some trades in the market
+        # post some trades in the market
         events = factory.create_trade_history(
             1,
             [10, 10, 10, 10, 10],
@@ -248,7 +248,7 @@ class TestDividendPerformance(unittest.TestCase):
         self.assertEqual(cumulative_cash_flows, [0, 0, -1000, -1000, -1000])
 
     def test_selling_before_dividend_payment_still_gets_paid(self):
-        #post some trades in the market
+        # post some trades in the market
         events = factory.create_trade_history(
             1,
             [10, 10, 10, 10, 10],
@@ -285,7 +285,7 @@ class TestDividendPerformance(unittest.TestCase):
         self.assertEqual(cumulative_cash_flows, [-1000, -1000, 0, 1000, 1000])
 
     def test_buy_and_sell_before_ex(self):
-        #post some trades in the market
+        # post some trades in the market
         events = factory.create_trade_history(
             1,
             [10, 10, 10, 10, 10, 10],
@@ -322,7 +322,7 @@ class TestDividendPerformance(unittest.TestCase):
         self.assertEqual(cumulative_cash_flows, [0, -1000, 0, 0, 0, 0])
 
     def test_ending_before_pay_date(self):
-        #post some trades in the market
+        # post some trades in the market
         events = factory.create_trade_history(
             1,
             [10, 10, 10, 10, 10],
@@ -364,7 +364,7 @@ class TestDividendPerformance(unittest.TestCase):
         )
 
     def test_short_position_pays_dividend(self):
-        #post some trades in the market
+        # post some trades in the market
         events = factory.create_trade_history(
             1,
             [10, 10, 10, 10, 10],
@@ -401,7 +401,7 @@ class TestDividendPerformance(unittest.TestCase):
         self.assertEqual(cumulative_cash_flows, [0, 1000, 1000, 0, 0])
 
     def test_no_position_receives_no_dividend(self):
-        #post some trades in the market
+        # post some trades in the market
         events = factory.create_trade_history(
             1,
             [10, 10, 10, 10, 10],
@@ -464,7 +464,7 @@ class TestPositionPerformance(unittest.TestCase):
             verify that the performance period calculates properly for a
             single buy transaction
         """
-        #post some trades in the market
+        # post some trades in the market
         trades = factory.create_trade_history(
             1,
             [10, 10, 10, 11],
@@ -602,7 +602,7 @@ single short-sale transaction"""
         # reflects the new price
         trades_2 = trades[-2:]
 
-        #simulate a rollover to a new period
+        # simulate a rollover to a new period
         pp.rollover()
 
         for trade in trades_2:
@@ -659,7 +659,7 @@ single short-sale transaction"""
             "drop of 2 on -100 shares should be 200"
         )
 
-        #now run a performance period encompassing the entire trade sample.
+        # now run a performance period encompassing the entire trade sample.
         ppTotal = perf.PerformancePeriod(1000.0)
 
         for trade in trades_1:
@@ -876,7 +876,7 @@ shares in position"
             "should have a cost basis of 11.33"
         )
 
-        #print "second period pnl is {pnl}".format(pnl=pp2.pnl)
+        # print "second period pnl is {pnl}".format(pnl=pp2.pnl)
         self.assertEqual(pp.pnl, -800, "this period goes from +400 to -400")
 
         pp3 = perf.PerformancePeriod(1000.0)
@@ -1065,8 +1065,8 @@ class TestPerformanceTracker(unittest.TestCase):
     def trades_with_txns(self, events, no_txn_dt):
         for event in events:
 
-            #create a transaction for all but
-            #first trade in each sid, to simulate None transaction
+            # create a transaction for all but
+            # first trade in each sid, to simulate None transaction
             if event.dt != no_txn_dt:
                 order = Order(**{
                     'sid': event.sid,
diff --git a/zipline/data/benchmarks.py b/zipline/data/benchmarks.py
index 86663937..6f32a667 100644
--- a/zipline/data/benchmarks.py
+++ b/zipline/data/benchmarks.py
@@ -123,7 +123,7 @@ def get_benchmark_returns(symbol, start_date=None, end_date=None):
             curr_open = data_points[i]['open']
             returns = (data_points[i]['close'] - curr_open) / curr_open
         else:
-            prev_close = data_points[i-1]['close']
+            prev_close = data_points[i - 1]['close']
             returns = (data_point['close'] - prev_close) / prev_close
         daily_return = DailyReturn(date=data_point['date'], returns=returns)
         benchmark_returns.append(daily_return)
diff --git a/zipline/examples/olmar.py b/zipline/examples/olmar.py
index 9d05579c..23e9611f 100644
--- a/zipline/examples/olmar.py
+++ b/zipline/examples/olmar.py
@@ -72,15 +72,15 @@ class OLMAR(TradingAlgorithm):
         # Expected return with current portfolio
         exp_return = np.dot(self.b_t, x_tilde)
         weight = self.eps - exp_return
-        variability = (np.linalg.norm(mark_rel_dev))**2
+        variability = (np.linalg.norm(mark_rel_dev)) ** 2
 
         # test for divide-by-zero case
         if variability == 0.0:
             step_size = 0
         else:
-            step_size = max(0, weight/variability)
+            step_size = max(0, weight / variability)
 
-        b = self.b_t + step_size*mark_rel_dev
+        b = self.b_t + step_size * mark_rel_dev
         b_norm = simplex_projection(b)
         np.testing.assert_almost_equal(b_norm.sum(), 1)
 
@@ -90,7 +90,7 @@ class OLMAR(TradingAlgorithm):
         self.b_t = b_norm
 
     def rebalance_portfolio(self, data, desired_port):
-        #rebalance portfolio
+        # rebalance portfolio
         desired_amount = np.zeros_like(desired_port)
         current_amount = np.zeros_like(desired_port)
         prices = np.zeros_like(desired_port)
@@ -145,8 +145,8 @@ def simplex_projection(v, b=1):
     u = np.sort(v)[::-1]
     sv = np.cumsum(u)
 
-    rho = np.where(u > (sv - b) / np.arange(1, p+1))[0][-1]
-    theta = np.max([0, (sv[rho] - b) / (rho+1)])
+    rho = np.where(u > (sv - b) / np.arange(1, p + 1))[0][-1]
+    theta = np.max([0, (sv[rho] - b) / (rho + 1)])
     w = (v - theta)
     w[w < 0] = 0
     return w
diff --git a/zipline/finance/performance.py b/zipline/finance/performance.py
index 669ef091..c4b0a112 100644
--- a/zipline/finance/performance.py
+++ b/zipline/finance/performance.py
@@ -288,7 +288,7 @@ class PerformanceTracker(object):
         self.event_count += 1
 
         if event.type == zp.DATASOURCE_TYPE.TRADE:
-            #update last sale
+            # update last sale
             for perf_period in self.perf_periods:
                 perf_period.update_last_sale(event)
 
@@ -334,7 +334,7 @@ class PerformanceTracker(object):
 
             self.all_benchmark_returns[midnight] = event.returns
 
-        #calculate performance as of last trade
+        # calculate performance as of last trade
         for perf_period in self.perf_periods:
             perf_period.calculate_performance()
 
@@ -402,7 +402,7 @@ class PerformanceTracker(object):
         )
         self.returns.append(todays_return_obj)
 
-        #update risk metrics for cumulative performance
+        # update risk metrics for cumulative performance
         self.cumulative_risk_metrics.update(
             todays_return_obj.date,
             todays_return_obj.returns,
@@ -421,7 +421,7 @@ class PerformanceTracker(object):
         if self.market_close >= self.last_close:
             return daily_update
 
-        #move the market day markers forward
+        # move the market day markers forward
         self.market_open, self.market_close = \
             trading.environment.next_open_and_close(self.market_open)
 
@@ -560,7 +560,7 @@ class Position(object):
         if(self.sid != txn.sid):
             raise NameError('updating position with txn for a different sid')
 
-         #we're covering a short or closing a position
+         # we're covering a short or closing a position
         if(self.amount + txn.amount == 0):
             self.cost_basis = 0.0
             self.amount = 0
diff --git a/zipline/finance/risk/cumulative.py b/zipline/finance/risk/cumulative.py
index 5637ca31..fc9b8cb2 100644
--- a/zipline/finance/risk/cumulative.py
+++ b/zipline/finance/risk/cumulative.py
@@ -323,8 +323,8 @@ algorithm_returns ({algo_count}) in range {start} : {end} on {dt}"
 
         http://en.wikipedia.org/wiki/Beta_(finance)
         """
-        #it doesn't make much sense to calculate beta for less than two days,
-        #so return none.
+        # it doesn't make much sense to calculate beta for less than two days,
+        # so return none.
         if len(self.algorithm_returns) < 2:
             return 0.0, 0.0, 0.0, 0.0, []
 
diff --git a/zipline/finance/risk/period.py b/zipline/finance/risk/period.py
index f25af543..dfcb28bf 100644
--- a/zipline/finance/risk/period.py
+++ b/zipline/finance/risk/period.py
@@ -217,8 +217,8 @@ class RiskMetricsPeriod(object):
 
         http://en.wikipedia.org/wiki/Beta_(finance)
         """
-        #it doesn't make much sense to calculate beta for less than two days,
-        #so return none.
+        # it doesn't make much sense to calculate beta for less than two days,
+        # so return none.
         if len(self.algorithm_returns) < 2:
             return 0.0, 0.0, 0.0, 0.0, []
 
@@ -254,7 +254,7 @@ class RiskMetricsPeriod(object):
         for r in self.algorithm_returns:
             try:
                 cur_return += math.log(1.0 + r)
-            #this is a guard for a single day returning -100%
+            # this is a guard for a single day returning -100%
             except ValueError:
                 log.debug("{cur} return, zeroing the returns".format(
                     cur=cur_return))
diff --git a/zipline/finance/risk/report.py b/zipline/finance/risk/report.py
index e0a1ea07..bd7a7a0d 100644
--- a/zipline/finance/risk/report.py
+++ b/zipline/finance/risk/report.py
@@ -129,8 +129,8 @@ class RiskReport(object):
         if len(self.algorithm_returns) == 0:
             return ends
 
-        #ensure that we have an end at the end of a calendar month, in case
-        #the return series ends mid-month...
+        # ensure that we have an end at the end of a calendar month, in case
+        # the return series ends mid-month...
         the_end = end.replace(day=1) + relativedelta(months=1) - one_day
         while True:
             cur_end = cur_start + relativedelta(months=months_per) - one_day
diff --git a/zipline/test_algorithms.py b/zipline/test_algorithms.py
index e55c9ca6..a87924d1 100644
--- a/zipline/test_algorithms.py
+++ b/zipline/test_algorithms.py
@@ -97,7 +97,7 @@ class TestAlgorithm(TradingAlgorithm):
             self.sid_filter = [self.sid]
 
     def handle_data(self, data):
-        #place an order for 100 shares of sid
+        # place an order for 100 shares of sid
         if self.incr < self.count:
             self.order(self.sid, self.amount)
             self.incr += 1
@@ -116,7 +116,7 @@ class HeavyBuyAlgorithm(TradingAlgorithm):
         self.incr = 0
 
     def handle_data(self, data):
-        #place an order for 100 shares of sid
+        # place an order for 100 shares of sid
         self.order(self.sid, self.amount)
         self.incr += 1
 
diff --git a/zipline/transforms/ta.py b/zipline/transforms/ta.py
index 3b813c73..0c83df94 100644
--- a/zipline/transforms/ta.py
+++ b/zipline/transforms/ta.py
@@ -190,7 +190,7 @@ def make_transform(talib_fn, name):
                 self.talib_fn.info['name'])
 
     TALibTransform.__name__ = name
-    #return class
+    # return class
     return TALibTransform
 
 
diff --git a/zipline/utils/data.py b/zipline/utils/data.py
index b12fd367..67a3c4ae 100644
--- a/zipline/utils/data.py
+++ b/zipline/utils/data.py
@@ -82,7 +82,7 @@ class RollingPanel(object):
             self._roll_data()
 
         if set(frame.columns).difference(set(self.minor_axis)) or \
-           set(frame.index).difference(set(self.items)):
+                set(frame.index).difference(set(self.items)):
             self._update_buffer(frame)
 
         self.buffer.loc[:, self.pos, :] = frame.ix[self.items].T
diff --git a/zipline/utils/factory.py b/zipline/utils/factory.py
index 065b4d41..c513bce7 100644
--- a/zipline/utils/factory.py
+++ b/zipline/utils/factory.py
@@ -223,7 +223,7 @@ def create_returns_from_list(returns, sim_params):
     current = sim_params.first_open
     test_range = []
 
-    #sometimes the range starts with a non-trading day.
+    # sometimes the range starts with a non-trading day.
     if not trading.environment.is_trading_day(current):
         current = trading.environment.next_trading_day(current)
 
@@ -292,7 +292,7 @@ def create_trade_source(sids, trade_count,
 
     # TODO: do we need to set the trading environment's end to same dt as
     # the last trade in the history?
-    #sim_params.period_end = trade_history[-1].dt
+    # sim_params.period_end = trade_history[-1].dt
 
     return source