quantopy.ReturnDataFrame.cumulated¶

ReturnDataFrame.cumulated()[source]¶

Computes cumulated indexed values from simple returns.

Returns

ReturnDataFrame: A ReturnDataFrame object with cumulated indexed values.

Examples

>>> rdf = qp.ReturnDataFrame(
            {
                "stock_1": [0.5, 0.333333],
                "stock_2": [-0.333333, 0.75]
            }
    )
>>> rdf.cumulated()
    stock_1   stock_2
0       1.5  0.666667
1       2.0  1.166667

quantopy.ReturnDataFrame.annualized quantopy.ReturnDataFrame.from_price