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Remove np.log preprocessing from individual return series #394

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Remove np.log preprocessing from individual return series #394

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6 changes: 3 additions & 3 deletions doc/workshops/financial-analysis.py
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Original file line number Diff line number Diff line change
Expand Up @@ -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]


Expand Down Expand Up @@ -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] /
Expand Down Expand Up @@ -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()


Expand Down