Factor Strategies - bz2 file can't been unzipped

multifactor_data_2017_2022.bz2 & fundamental_data_2017_2022.bz2 can't been unzipped.

Hi Alan,



You can use the following code to unzip the bz2 file and store it in a dictionary:

import pickle
# Load the dictionary from the pickle file
filename = '<path to the file>'
with open(filename, 'rb') as file:
    loaded_data = pickle.load(file)

The same has been done in the "Read the Data" section of the notebooks in the course.

# Load the dictionary from the pickle file
filename = '../data_modules/multifactor_data_2017_2022.bz2'
with open(filename, 'rb') as file:
    loaded_data = pickle.load(file)

Hope this helps!



Thanks,

Akshay