I am starting with a list called returnlist:
len(returnlist)
9
returnlist[0]
AAPL AMZN BAC GE GM GOOG GS SNP XOM
Date
2012-01-09 60.247143 178.559998 6.27 18.860001 22.840000 309.218842 94.690002 89.053848 85.500000
2012-01-10 60.462856 179.339996 6.63 18.719999 23.240000 309.556641 98.330002 89.430771 85.720001
2012-01-11 60.364285 178.899994 6.87 18.879999 24.469999 310.957520 99.760002 88.984619 85.080002
2012-01-12 60.198570 175.929993 6.79 18.930000 24.670000 312.785645 101.209999 87.838463 84.739998
2012-01-13 59.972858 178.419998 6.61 18.840000 24.290001 310.475647 98.959999 87.792313 84.879997
I want to get the daily leg returns and then use cumsum to get the accumulated returns.
weeklyreturns=[]
for i in range (1,10):
returns=pd.DataFrame()
for stock in returnlist[i]:
if stock not in returnlist[i]:
returns[stock]=np.log(returnlist[i][stock]).diff()
weeklyreturns.append(returns)
the error that I am getting is :
----> 4 for stock in returnlist[i]:
5 if stock not in returnlist[i]:
6 returns[stock]=np.log(returnlist[i][stock]).diff()
IndexError: list index out of range
Since len(returnlist) == 9, that means the last item of returnlist is returnlist[8].
When you iterate over range(1,10), you will start at returnlist[1] and eventually get to returnlist[9], which doesn't exist.
It seems that what you actually need is to iterate over range(0,9).