June 2017
Beginner to intermediate
446 pages
9h 23m
English
Content preview from Learning pandas - Second Edition
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Calculating simple daily cumulative returns of a stock
The simple cumulative daily return is calculated by taking the cumulative product of the daily percentage change. This calculation is represented by the following equation:
This is calculated succinctly using the .cumprod() method:
It is now possible to plot cumulative returns to see how the various stocks compare in value over time:
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I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.