ReturnSeries

Constructor

ReturnSeries([data, index, dtype, name, …])

Attributes

Computations / descriptive stats

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

Serialization / IO / conversion

ReturnSeries.from_price(price)	Generate a new ReturnSeries with simple returns from given prices.
ReturnSeries.to_frame([name])	Convert Series to DataFrame.

API reference quantopy.ReturnSeries