diff --git a/docs/source/whatsnew/0.8.5.txt b/docs/source/whatsnew/0.8.5.txt index f1add731..9257ffbe 100644 --- a/docs/source/whatsnew/0.8.5.txt +++ b/docs/source/whatsnew/0.8.5.txt @@ -32,6 +32,13 @@ Enhancements factors use the new ``CashBuybackAuthorizations`` and ``ShareBuybackAuthorizations`` datasets, respectively. (:issue:`1022`). +* Added factor normalization methods: + :meth:`zipline.pipeline.Factor.demean` and + :meth:`zipline.pipeline.Factor.zscore`. (:issue:`1046`) + +* Implemented :class:`zipline.pipeline.Classifier`, a new core pipeline API + term representing grouping keys. Classifiers are primarily used by passing + them as the ``groupby`` parameter to factor normalization methods. Experimental Features ~~~~~~~~~~~~~~~~~~~~~