Calculate Daily Returns with Pandas DataFrame

Question

Here is my Pandas data frame:

prices = pandas.DataFrame([1035.23, 1032.47, 1011.78, 1010.59, 1016.03, 1007.95, 
              1022.75, 1021.52, 1026.11, 1027.04,         


        

Answer 1

Because operations will do alignment on index, you can convert one of the DataFrames to array:

prices[:-1].values / prices[1:] - 1

or

prices[:-1] / prices[1:].values - 1

depends on what the index of the result you want.

or use shift() method:

prices.shift(1) / prices - 1

and:

prices / prices.shift(1) - 1