Hey everybody, 

so I copied a code from my colaboratory into quantconnect and changed the data source accordingly. This results in a return dataframe of stocks with their respective daily returns. 


Fine so far. What I want to do is calculate the respective smoothed correlations between each pair. I did that previously through the code snippet below. This time however, I received an error, which I found no documentation on. 


Could someone tell me what I am doing wrong here? Because it works in my colaboratory environment.

Best regards