quantopy.ReturnSeries.mean

ReturnSeries.mean()

Compute the arithmetic mean of pasts returns.

Returns

np.float64

The arithmetic mean of past returns.

Examples

>>> rs = qp.ReturnSeries([0.3, 0.1, -0.2, -0.1, 0.25])
>>> rs.mean()
0.06999

quantopy.ReturnSeries.gmean quantopy.ReturnSeries.to_frame