diff --git a/zipline/pipeline/factors/factor.py b/zipline/pipeline/factors/factor.py index e64abf4f..ea77b61f 100644 --- a/zipline/pipeline/factors/factor.py +++ b/zipline/pipeline/factors/factor.py @@ -783,8 +783,8 @@ class Factor(RestrictedDTypeMixin, ComputableTerm): target : zipline.pipeline.Term with a numeric dtype The term to use as the predictor/independent variable in each regression. This may be a Factor, a BoundColumn or a Slice. If - `target` is two-dimensional, correlations are computed asset-wise. - correlation_length : int + `target` is two-dimensional, regressions are computed asset-wise. + regression_length : int Length of the lookback window over which to compute each regression. mask : zipline.pipeline.Filter, optional