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Scott Sanderson
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DOC: Fix incorrect formula in comment.
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zipline/pipeline/factors/statistical.py

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@@ -715,7 +715,7 @@ def vectorized_pearson_r(dependents, independents, allowed_missing, out=None):
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# column where there's ever a nan.
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mean = np.mean
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# Pearson R is Cov(X, Y) / Var(X) * Var(Y).
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# Pearson R is Cov(X, Y) / StdDev(X) * StdDev(Y)
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# c.f. https://en.wikipedia.org/wiki/Pearson_correlation_coefficient
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ind_residual = independents - mean(independents, axis=0)
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dep_residual = dependents - mean(dependents, axis=0)

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