ReturnDataFrame

Constructor

ReturnDataFrame([data, index, columns, …])

Attributes

Computations / descriptive stats

ReturnDataFrame.mean()	Compute the arithmetic mean of pasts returns.
ReturnDataFrame.gmean()	Compute the geometric mean of series of simple returns.
ReturnDataFrame.annualized([period])	Determines the annualized rate of return.
ReturnDataFrame.cumulated()	Computes cumulated indexed values from simple returns.

Serialization / IO / conversion

ReturnDataFrame.from_price(price)

Generate a new ReturnDataFrame with simple returns from given prices.

quantopy.ReturnSeries.to_frame quantopy.ReturnDataFrame