Reputation: 676
I am trying to compute cumulative product of the following data set.
Date Random data
1/2/2006 2.372388507
1/3/2006 2.792095479
1/4/2006 4.153345633
1/5/2006 1.209302413
1/6/2006 3.308908843
1/9/2006 5.609288688
1/10/2006 5.148763856
1/11/2006 4.963421605
1/12/2006 4.031740124
1/13/2006 5.475643588
1/16/2006 5.310478512
1/17/2006 5.231183268
1/18/2006 7.33295124
1/19/2006 7.086467341
1/20/2006 6.953441702
1/23/2006 6.881551417
1/24/2006 6.720592121
1/25/2006 4.375483647
1/26/2006 2.824165469
1/27/2006 2.830542833
1/30/2006 3.735049499
1/31/2006 3.147491688
2/1/2006 1.414748374
2/2/2006 -0.051161849
2/3/2006 -0.180186506
2/6/2006 1.660894524
2/7/2006 2.709409323
2/8/2006 1.972035231
2/9/2006 -0.782625682
2/10/2006 -1.901299484
2/13/2006 -2.141229007
2/14/2006 -2.639233019
2/15/2006 -4.95219641
2/16/2006 -6.568204721
2/17/2006 -5.671892621
2/20/2006 -5.989308797
2/21/2006 -5.519832515
2/22/2006 -4.123507939
2/23/2006 -4.840716254
2/24/2006 -3.393895281
2/27/2006 -1.579450628
2/28/2006 -5.715894843
3/1/2006 -4.818584424
3/2/2006 -5.306398625
3/3/2006 -3.773552658
3/6/2006 -1.782726837
3/7/2006 -2.421770003
3/8/2006 -2.032466154
3/9/2006 -3.24379646
3/10/2006 0.267982805
3/13/2006 0.014589559
3/14/2006 1.343058431
3/15/2006 1.539251495
3/16/2006 -0.350651804
3/17/2006 -0.215041321
3/20/2006 0.578951429
3/21/2006 -0.576824159
3/22/2006 1.881264415
3/23/2006 2.714386498
3/24/2006 4.111298817
3/27/2006 5.020309083
3/28/2006 4.532650354
3/29/2006 7.245341261
3/30/2006 8.111802803
3/31/2006 4.558323469
4/3/2006 6.252751308
4/4/2006 8.314806951
4/5/2006 5.777692349
4/6/2006 6.725161553
4/7/2006 4.794367906
4/10/2006 5.743532122
4/11/2006 7.290548166
4/12/2006 5.903857018
4/13/2006 4.77936565
4/14/2006 5.674446806
4/17/2006 5.88485792
4/18/2006 6.078651917
4/19/2006 4.917405394
4/20/2006 4.868584712
4/21/2006 3.526253732
4/24/2006 5.124797759
4/25/2006 3.884862865
4/26/2006 4.369885748
4/27/2006 1.234703037
4/28/2006 -1.67674986
5/1/2006 -2.711339347
5/2/2006 -2.574835748
5/3/2006 -3.532974512
5/4/2006 -4.361912086
5/5/2006 -9.136912315
5/8/2006 -8.945826752
5/9/2006 -7.804639384
5/10/2006 -10.05905437
5/11/2006 -9.254733416
5/12/2006 -8.382467816
5/15/2006 -7.718500019
5/16/2006 -10.04179082
5/17/2006 -10.90960283
5/18/2006 -7.538484374
5/19/2006 -6.915045472
5/22/2006 -8.49018374
5/23/2006 -10.84341146
5/24/2006 -4.739280009
5/25/2006 -8.906757979
5/26/2006 -10.61262457
5/29/2006 -9.636827323
5/30/2006 -8.353511534
5/31/2006 -10.1389515
6/1/2006 -10.0339179
6/2/2006 -10.84551313
6/5/2006 -8.628081538
6/6/2006 -6.657905529
6/7/2006 -6.395791873
6/8/2006 -7.676135515
6/9/2006 -7.225332776
6/12/2006 -5.721847599
6/13/2006 -9.168934478
6/14/2006 -8.522434172
6/15/2006 -9.344608517
6/16/2006 -9.492790802
6/19/2006 -6.27304367
6/20/2006 -7.748707965
6/21/2006 -5.216536389
6/22/2006 -5.866333313
6/23/2006 -3.421767661
6/26/2006 -0.817150639
6/27/2006 1.566919066
6/28/2006 2.1756715
6/29/2006 2.003892417
6/30/2006 0.145706902
7/3/2006 4.825841191
7/4/2006 2.984194983
7/5/2006 2.733606852
7/6/2006 3.990344988
7/7/2006 4.464159978
7/10/2006 2.181922905
7/11/2006 4.207532649
7/12/2006 5.893857763
7/13/2006 6.696591003
7/14/2006 8.02397588
7/17/2006 7.18005379
7/18/2006 7.110823813
7/19/2006 4.604122492
7/20/2006 4.383075987
7/21/2006 4.734463235
7/24/2006 5.60625391
7/25/2006 7.453657745
7/26/2006 6.7147771
7/27/2006 5.255477178
7/28/2006 6.638942489
7/31/2006 5.514850947
8/1/2006 6.666282084
8/2/2006 6.037577365
8/3/2006 6.434382521
8/4/2006 5.80948075
8/7/2006 5.667054317
8/8/2006 5.175715003
8/9/2006 4.94937506
8/10/2006 3.558925269
8/11/2006 4.031802401
8/14/2006 3.272287286
8/15/2006 4.289470879
8/16/2006 3.538103725
8/17/2006 2.762386707
8/18/2006 2.114880041
8/21/2006 5.068950919
8/22/2006 2.483874694
8/23/2006 1.730699516
8/24/2006 -0.675212673
8/25/2006 0.187110629
8/28/2006 0.344282156
8/29/2006 0.01723009
8/30/2006 -0.327127005
8/31/2006 0.016483468
9/1/2006 -0.973496098
9/4/2006 -1.218588549
9/5/2006 -0.20940671
9/6/2006 0.25023559
9/7/2006 -2.986442703
9/8/2006 -2.073033591
9/11/2006 1.390003709
9/12/2006 2.940760338
9/13/2006 2.403386183
9/14/2006 2.349487863
9/15/2006 1.899995646
9/18/2006 3.50536463
9/19/2006 2.83392064
9/20/2006 2.571588424
9/21/2006 3.118297653
9/22/2006 -0.377687298
9/25/2006 -2.391993686
9/26/2006 0.712594429
9/27/2006 1.457682028
9/28/2006 1.474114727
9/29/2006 0.446453108
10/2/2006 3.007973689
10/3/2006 -2.43263121
10/4/2006 0.86295345
10/5/2006 4.664733649
10/6/2006 4.558573046
10/9/2006 4.680665577
10/10/2006 4.575158956
10/11/2006 6.425144162
10/12/2006 8.372432637
10/13/2006 8.182474544
10/16/2006 8.968786366
10/17/2006 9.463661551
10/18/2006 8.512907068
10/19/2006 5.873743873
10/20/2006 3.369445264
10/23/2006 1.030307363
10/24/2006 5.528218034
10/25/2006 4.772900213
10/26/2006 4.780839053
10/27/2006 4.908377081
10/30/2006 1.949064709
10/31/2006 1.237048868
11/1/2006 -0.784592691
11/2/2006 2.737788889
11/3/2006 0.575772221
11/6/2006 0.756429404
11/7/2006 3.470072539
11/8/2006 3.162250037
11/9/2006 3.530282875
11/10/2006 3.101909259
11/13/2006 3.850635629
11/14/2006 5.765932269
11/15/2006 6.872396495
11/16/2006 7.65256188
11/17/2006 7.665129818
11/20/2006 7.688611466
11/21/2006 10.98556762
11/22/2006 10.3474519
11/23/2006 8.307676877
11/24/2006 6.809710616
11/27/2006 3.833060531
11/28/2006 2.194899225
11/29/2006 2.753858429
11/30/2006 7.843689893
12/1/2006 7.960285607
12/4/2006 8.693168009
12/5/2006 6.942631629
12/6/2006 7.571515106
12/7/2006 9.703434772
12/8/2006 9.330900226
12/11/2006 10.07080936
12/12/2006 8.823865383
12/13/2006 9.142372346
12/14/2006 11.4249828
12/15/2006 13.4976679
12/18/2006 16.02891813
12/19/2006 13.57689804
12/20/2006 13.08135113
12/21/2006 11.35585478
12/22/2006 11.56407075
12/25/2006 12.55729202
12/26/2006 12.74006864
12/27/2006 12.80879851
12/28/2006 12.78104782
12/29/2006 10.84853655
1/1/2007 12.34247778
1/2/2007 12.4083186
1/3/2007 12.05157619
1/4/2007 13.31470937
1/5/2007 13.08023063
1/8/2007 11.8083914
1/9/2007 12.14102299
1/10/2007 12.78561441
1/11/2007 10.5599935
1/12/2007 9.670640578
1/15/2007 7.5265463
1/16/2007 5.785317873
1/17/2007 6.421764885
1/18/2007 6.13308998
1/19/2007 4.502378909
1/22/2007 5.18285115
1/23/2007 6.651267567
1/24/2007 9.669499091
1/25/2007 9.873389316
1/26/2007 8.512393515
1/29/2007 8.17935067
1/30/2007 7.565247724
1/31/2007 10.26027855
2/1/2007 12.21138996
2/2/2007 11.0873071
2/5/2007 15.28502878
2/6/2007 13.68842955
2/7/2007 13.27807961
2/8/2007 12.83276901
2/9/2007 13.80840316
2/12/2007 10.40760837
2/13/2007 8.706916548
2/14/2007 7.062821439
2/15/2007 6.720750572
2/16/2007 5.181412914
2/19/2007 6.377711852
2/20/2007 6.777151257
2/21/2007 7.213968623
2/22/2007 5.717975255
2/23/2007 7.535619266
2/26/2007 6.226846924
2/27/2007 6.420469572
2/28/2007 7.825909152
3/1/2007 9.322928614
3/2/2007 10.09251084
3/5/2007 10.01940332
3/6/2007 8.500303192
3/7/2007 8.276245994
3/8/2007 8.618637579
3/9/2007 9.130646064
3/12/2007 5.00975105
3/13/2007 3.332393527
3/14/2007 1.483827461
3/15/2007 3.638824916
3/16/2007 3.461569024
3/19/2007 2.163572694
3/20/2007 2.369195247
3/21/2007 -3.015080521
3/22/2007 -2.584981113
3/23/2007 1.616297026
3/26/2007 3.424344952
3/27/2007 3.512629879
3/28/2007 1.565564369
3/29/2007 3.155875359
3/30/2007 4.13585074
4/2/2007 2.121894843
4/3/2007 2.85329683
4/4/2007 2.790940846
4/5/2007 2.709380118
4/6/2007 -0.537294118
4/9/2007 1.409591457
4/10/2007 -0.844805873
4/11/2007 -3.199042638
4/12/2007 -5.222678135
4/13/2007 -5.360018022
4/16/2007 -4.086590776
4/17/2007 -6.846401327
4/18/2007 -8.129698699
4/19/2007 -9.43907148
4/20/2007 -9.54782865
4/23/2007 -10.0618768
4/24/2007 -7.849914365
4/25/2007 -8.470629566
4/26/2007 -8.241284473
4/27/2007 -5.784288072
4/30/2007 -6.333447193
5/1/2007 -8.855330907
5/2/2007 -8.631907451
5/3/2007 -9.548866116
5/4/2007 -10.13722709
5/7/2007 -11.32424337
5/8/2007 -13.57236374
5/9/2007 -11.50262124
5/10/2007 -10.80211768
5/11/2007 -10.26422821
5/14/2007 -8.986010695
5/15/2007 -10.63105462
5/16/2007 -12.91613223
5/17/2007 -10.43330955
5/18/2007 -10.07261057
5/21/2007 -12.94116388
5/22/2007 -11.97531943
5/23/2007 -12.58290308
5/24/2007 -12.94199083
5/25/2007 -14.38311469
5/28/2007 -13.28631254
5/29/2007 -12.89413624
5/30/2007 -16.04739138
5/31/2007 -13.83259156
6/1/2007 -14.26299611
6/4/2007 -14.99654576
6/5/2007 -13.24079702
6/6/2007 -12.01283208
6/7/2007 -12.58499189
6/8/2007 -10.50548575
6/11/2007 -13.46398497
6/12/2007 -10.95636348
6/13/2007 -10.58475154
6/14/2007 -8.485156989
6/15/2007 -5.485141673
6/18/2007 -4.746107027
6/19/2007 0.009767635
6/20/2007 -0.673658716
6/21/2007 -1.451419275
6/22/2007 1.972232158
6/25/2007 -0.391243872
6/26/2007 1.451989507
6/27/2007 -1.766451879
6/28/2007 0.161875559
6/29/2007 -3.825996412
7/2/2007 -0.809421674
7/3/2007 -2.246492588
7/4/2007 0.432136714
7/5/2007 0.283847174
7/6/2007 -1.3650488
7/9/2007 -0.811143411
7/10/2007 -1.465879459
7/11/2007 -1.121273878
7/12/2007 -1.860874059
7/13/2007 -3.035369125
7/16/2007 1.281001022
7/17/2007 1.690991572
7/18/2007 1.945639351
7/19/2007 1.069216233
7/20/2007 3.87371198
7/23/2007 3.296879921
7/24/2007 2.591854823
7/25/2007 -3.389010393
7/26/2007 2.137825455
7/27/2007 2.283479857
7/30/2007 5.838696664
7/31/2007 6.113554468
8/1/2007 7.967210681
8/2/2007 -0.726487682
8/3/2007 -0.232469303
8/6/2007 -2.517441263
8/7/2007 -8.435316702
8/8/2007 -4.850705516
8/9/2007 -6.961937954
8/10/2007 -10.44411748
8/13/2007 -15.68807076
8/14/2007 -13.18786164
8/15/2007 -9.272095703
8/16/2007 -4.725484174
8/17/2007 -8.134541843
8/20/2007 -8.873292727
8/21/2007 -10.55565794
8/22/2007 -9.78740166
8/23/2007 -8.392234748
8/24/2007 -11.26803991
8/27/2007 -6.059253076
8/28/2007 -4.431249471
8/29/2007 -3.683881225
8/30/2007 0.740388956
8/31/2007 0.837060926
9/3/2007 3.715197568
9/4/2007 2.014739847
9/5/2007 4.587444167
9/6/2007 3.221048769
9/7/2007 1.226037567
9/10/2007 1.034531855
9/11/2007 1.479676939
9/12/2007 0.556376215
9/13/2007 -1.530067312
9/14/2007 -2.18203607
9/17/2007 -5.475770938
9/18/2007 -6.824996518
9/19/2007 -2.973998241
9/20/2007 3.708296857
9/21/2007 -3.183077897
9/24/2007 -6.546095221
9/25/2007 -11.00709425
9/26/2007 -10.95480863
9/27/2007 -6.680893811
9/28/2007 -3.787250701
10/1/2007 -14.69643306
10/2/2007 -12.37222197
10/3/2007 -5.619971442
10/4/2007 -5.695837937
10/5/2007 -3.872021061
10/8/2007 -5.852564553
10/9/2007 -6.48262714
10/10/2007 -2.398114024
10/11/2007 -3.103357068
10/12/2007 -5.878634994
10/15/2007 -9.082817992
10/16/2007 -6.07416967
10/17/2007 -3.661138214
10/18/2007 -1.840354785
10/19/2007 -1.716032675
10/22/2007 -9.940732878
10/23/2007 -6.779819032
10/24/2007 -9.55117772
10/25/2007 -6.301075251
10/26/2007 -4.727985653
10/29/2007 -3.424320292
10/30/2007 -7.488285236
10/31/2007 -11.8982972
11/1/2007 -15.03925521
11/2/2007 -15.26744844
11/5/2007 -14.74166075
11/6/2007 -17.44941576
11/7/2007 -17.61279378
11/8/2007 -18.86796214
11/9/2007 -16.67827827
11/12/2007 -12.24014836
11/13/2007 -2.85835521
11/14/2007 -4.131716897
11/15/2007 -0.203410622
11/16/2007 8.569314879
11/19/2007 5.520498128
11/20/2007 4.437427097
11/21/2007 2.798799233
11/22/2007 5.190459646
11/23/2007 2.201222838
11/26/2007 7.707810591
11/27/2007 5.20689008
11/28/2007 7.610897036
11/29/2007 6.703331237
11/30/2007 13.92928613
12/3/2007 18.05895477
12/4/2007 17.24261674
12/5/2007 14.18520991
12/6/2007 17.69996813
12/7/2007 21.95404938
12/10/2007 18.57414126
12/11/2007 18.83884342
12/12/2007 22.41801362
12/13/2007 23.54638194
12/14/2007 25.76433638
12/17/2007 16.69320167
12/18/2007 10.81895687
12/19/2007 10.9753503
12/20/2007 11.33091315
12/21/2007 12.53094339
12/24/2007 14.45641754
12/25/2007 13.19699079
12/26/2007 13.87942316
12/27/2007 11.46173706
12/28/2007 7.770676488
12/31/2007 8.700784022
1/1/2008 14.19019359
1/2/2008 11.50921642
1/3/2008 9.467085019
1/4/2008 8.492617897
1/7/2008 5.371302597
1/8/2008 6.499502146
1/9/2008 3.022727189
1/10/2008 5.927807015
1/11/2008 5.001251384
1/14/2008 0.091578188
1/15/2008 6.806397951
1/16/2008 2.248016175
1/17/2008 5.749742329
1/18/2008 1.095388248
1/21/2008 -0.368023403
1/22/2008 8.237992918
1/23/2008 -0.780766435
1/24/2008 -0.233793677
1/25/2008 -5.104415967
1/28/2008 -5.638624718
1/29/2008 -2.511924819
1/30/2008 -2.133339717
1/31/2008 -3.014162532
2/1/2008 4.847211419
2/4/2008 1.90534583
2/5/2008 -0.089019867
2/6/2008 -3.930920283
2/7/2008 -7.596390602
2/8/2008 -5.358477963
2/11/2008 -3.588291865
2/12/2008 -1.031121178
2/13/2008 4.176705555
2/14/2008 4.100989501
2/15/2008 3.685820292
2/18/2008 3.918671965
2/19/2008 4.302039738
2/20/2008 8.143021699
2/21/2008 7.475478645
2/22/2008 2.322549449
2/25/2008 5.058904324
2/26/2008 0.911568809
2/27/2008 -1.720405845
2/28/2008 -4.566637975
2/29/2008 -7.874776755
3/3/2008 -7.949385894
3/4/2008 -7.987067299
3/5/2008 -12.40581822
3/6/2008 -9.860569783
3/7/2008 -12.72461433
3/10/2008 -11.14026753
3/11/2008 -6.222506019
3/12/2008 -2.083816629
3/13/2008 -1.722946088
3/14/2008 -5.537069436
3/17/2008 -6.716071481
3/18/2008 -6.693944594
3/19/2008 5.819147828
3/20/2008 9.65059264
3/21/2008 14.9915837
3/24/2008 14.39795771
3/25/2008 12.093442
3/26/2008 9.296061707
3/27/2008 12.99072309
3/28/2008 9.836902201
3/31/2008 9.921155178
4/1/2008 7.310883267
4/2/2008 14.15477406
4/3/2008 15.48242329
4/4/2008 7.464041165
4/7/2008 11.33508368
4/8/2008 15.59010551
4/9/2008 12.58380558
4/10/2008 14.61160039
4/11/2008 12.68080501
4/14/2008 11.06353488
4/15/2008 7.092636692
4/16/2008 7.592291792
4/17/2008 3.699266022
4/18/2008 5.928888483
4/21/2008 9.133551847
4/22/2008 6.211128385
4/23/2008 5.59943155
4/24/2008 11.19533502
4/25/2008 8.286268131
4/28/2008 10.85713699
4/29/2008 10.96304626
4/30/2008 9.392330251
5/1/2008 0.459398303
5/2/2008 6.634717801
5/5/2008 7.475896399
5/6/2008 6.934371007
5/7/2008 5.570514268
5/8/2008 6.270557437
5/9/2008 7.889956448
5/12/2008 1.34341901
5/13/2008 -1.824946933
5/14/2008 -1.801607848
5/15/2008 -2.846939297
5/16/2008 -2.62131888
5/19/2008 -2.663214031
5/20/2008 -3.774870813
5/21/2008 -5.138174533
5/22/2008 -5.480107155
5/23/2008 -6.670996157
5/26/2008 -4.64561419
5/27/2008 -4.145292498
5/28/2008 0.355057164
5/29/2008 -2.939764523
5/30/2008 -6.63747287
6/2/2008 -6.098950421
6/3/2008 -7.13882023
6/4/2008 -5.604616952
6/5/2008 -4.549857994
6/6/2008 5.087697562
6/9/2008 6.579771782
6/10/2008 0.060955293
6/11/2008 2.445348204
6/12/2008 0.317989372
6/13/2008 3.251865221
6/16/2008 6.862732095
6/17/2008 -0.134582166
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7/3/2008 -0.255570561
7/4/2008 3.108701207
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7/8/2008 3.133532773
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8/11/2008 12.5598522
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8/22/2008 5.754842321
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8/28/2008 2.662183974
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9/1/2008 3.049897094
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9/3/2008 3.568469208
9/4/2008 3.118192613
9/5/2008 0.208336992
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9/9/2008 3.034657287
9/10/2008 0.212924163
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10/1/2008 -11.34463183
10/2/2008 -12.48376615
10/3/2008 -6.026656168
10/6/2008 -6.990288682
10/7/2008 -8.932722825
10/8/2008 -9.613027881
10/9/2008 -9.639879581
10/10/2008 -9.585152864
10/13/2008 -3.406342217
10/14/2008 8.128268033
10/15/2008 -0.84337937
10/16/2008 3.021563746
10/17/2008 -3.052518135
10/20/2008 -2.400985986
10/21/2008 3.0230433
10/22/2008 10.5804596
10/23/2008 18.09790623
10/24/2008 12.13621658
10/27/2008 14.20662326
10/28/2008 21.01635274
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10/30/2008 -4.561706872
10/31/2008 -18.90903769
11/3/2008 -4.608843616
11/4/2008 -20.06787313
11/5/2008 -18.5941511
11/6/2008 -21.3287201
11/7/2008 -18.90428072
11/10/2008 -17.15139132
11/11/2008 -11.95485141
11/12/2008 -10.52108832
11/13/2008 -3.751031577
11/14/2008 -7.025476067
11/17/2008 -0.484754776
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11/20/2008 1.878346526
11/21/2008 8.620226332
11/24/2008 -2.178445463
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11/27/2008 -1.718399396
11/28/2008 -2.690040888
12/1/2008 0.045615029
12/2/2008 -8.037898361
12/3/2008 -6.694808104
12/4/2008 -1.105754753
12/5/2008 1.02570118
12/8/2008 -4.239560375
12/9/2008 -5.393379841
12/10/2008 -2.751561124
12/11/2008 -2.779615506
12/12/2008 -3.187906517
12/15/2008 -1.152777608
12/16/2008 -8.701242176
12/17/2008 -17.74161255
12/18/2008 -25.91607496
12/19/2008 -23.78881822
12/22/2008 -21.24675823
12/23/2008 -11.96460548
12/24/2008 -15.00820918
12/25/2008 -18.71378165
12/26/2008 -15.66724025
12/29/2008 -9.785209077
12/30/2008 -8.555974407
12/31/2008 -8.218782102
import pandas as pd
df=read_csv("Randomdata.csv")
df2=df.add(1).cumprod()
I tried another method too.
df3=1+df.cumprod()
Both are yielding -inf values. It's happening for this data set specifically. Please suggest the way forward.
Upvotes: 1
Views: 351
Reputation: 294258
It looks like you are trying to calculate cumulative returns. If so, those numbers are not in returns space and need to be divided by 100 first
import pandas as pd
df = pd.read_csv("Randomdata.csv")
df2 = df.div(100).add(1).cumprod().sub(1).mul(100)
I made the following change, removed subtraction.
df2 = df.div(100).add(1).cumprod().mul(100)
df2['returns_from_price_recovered'] = 100 * df2.pct_change()
Upvotes: 1