calculate_returns#
- calculate_returns(equity_curve)[source]#
Calculate returns of an equity curve.
Calculate % change for each time point we have on the equity curve.
See also https://quantdare.com/calculate-monthly-returns-with-pandas/
- Parameters:
equity_curve (Series) –
The equity curve.
Created with
calculate_equity_curve()- Returns:
Series of returns.
This is % change over the previous entry in the time series.
- Return type: