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bugfix Cum. Active Returns with cumprod

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Liming Xie
2021-05-23 23:32:39 +08:00
parent 8bc0bb0dc3
commit 0b2d02f745
1 changed files with 1 additions and 1 deletions
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examples/AIExample.ipynb
+1 -1
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@@ -1117,7 +1117,7 @@
}
],
"source": [
"asset[[\"PCTRET_1\", \"ACTRET_1\"]].cumsum().plot(figsize=(16, 3), kind=\"area\", stacked=False, color=colors(\"GyOr\"), title=\"B&H vs. Cum. Active Returns\", alpha=.4, grid=True).axhline(0, color=\"black\")"
"((asset[[\"PCTRET_1\", \"ACTRET_1\"]]+1).cumprod()-1).plot(figsize=(16, 3), kind=\"area\", stacked=False, color=colors(\"GyOr\"), title=\"B&H vs. Cum. Active Returns\", alpha=.4, grid=True).axhline(0, color=\"black\")"
]
},
{