diff --git a/doc/workshops/financial-analysis.py b/doc/workshops/financial-analysis.py index a4795d65..61ae3190 100755 --- a/doc/workshops/financial-analysis.py +++ b/doc/workshops/financial-analysis.py @@ -87,7 +87,7 @@ # %% Returns per day -rets_1 = np.log(close_data_1/close_data_1.shift(1)).dropna() +rets_1 = (close_data_1/close_data_1.shift(1)).dropna() weights_1 = [0.2, 0.2, 0.2, 0.2, 0.2] @@ -224,7 +224,7 @@ def exp_real_rets(returns, opt_weights, symbols, start_year, end_year): # %% Plot daily timeline -rets_2 = np.log(close_data_2[SYMBOLS_2] / +rets_2 = (close_data_2[SYMBOLS_2] / close_data_2[SYMBOLS_2].shift(1)).dropna() (close_data_2[SYMBOLS_2] / @@ -342,7 +342,7 @@ def exp_real_rets(returns, opt_weights, symbols, start_year, end_year): # %% Returns per day -rets_3 = np.log(crypto_hist[SYMBOLS_3] / +rets_3 = (crypto_hist[SYMBOLS_3] / crypto_hist[SYMBOLS_3].shift(1)).dropna()