quantopy.ReturnSeries.cumulated

ReturnSeries.cumulated()[source]

Compute the cumulated indexed values from simple returns.

Returns
ReturnSeries

A ReturnSeries object with cumulated indexed values.

Examples

>>> rs = qp.ReturnSeries([0.5, 0.333333])
>>> rs.cumulated()
1    1.5
2    2.0
dtype: float64