diff --git a/zipline/lib/_factorize.pyx b/zipline/lib/_factorize.pyx
index 88e6c2e1..390266ed 100644
--- a/zipline/lib/_factorize.pyx
+++ b/zipline/lib/_factorize.pyx
@@ -1,7 +1,7 @@
 """
 Factorization algorithms.
 """
-from libc.math cimport log2, floor
+from libc.math cimport floor
 cimport numpy as np
 import numpy as np
 
@@ -10,6 +10,16 @@ from zipline.utils.numpy_utils import unsigned_int_dtype_with_size_in_bytes
 np.import_array()
 
 
+IF UNAME_SYSNAME == "Windows":
+    # msvc doesn't define log2
+    from libc.math cimport log
+
+    cdef double log2(double d):
+        return log(d) / log(2);
+ELSE:
+    from libc.math cimport log2
+
+
 ctypedef fused unsigned_integral:
     np.uint8_t
     np.uint16_t