From 0b2d02f745a3a82ecdafad7c0e7c2d05a40a5e52 Mon Sep 17 00:00:00 2001 From: Liming Xie Date: Sun, 23 May 2021 23:32:39 +0800 Subject: [PATCH] bugfix Cum. Active Returns with cumprod --- examples/AIExample.ipynb | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/examples/AIExample.ipynb b/examples/AIExample.ipynb index ab84bb0..0797c82 100644 --- a/examples/AIExample.ipynb +++ b/examples/AIExample.ipynb @@ -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\")" ] }, {