diff options
| -rw-r--r-- | python/exploration/beta_trade.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/exploration/beta_trade.py b/python/exploration/beta_trade.py index c6d5d506..675a7068 100644 --- a/python/exploration/beta_trade.py +++ b/python/exploration/beta_trade.py @@ -24,9 +24,9 @@ def calc_returns(index_list=["HY", "IG"], years=None): index_returns(index=index_list, tenor="5yr", years=years) .reset_index(["tenor"], drop=True) .swaplevel(1, 0) - ) + ).dropna() returns = returns.groupby(level=["date", "index"]).nth(-1)["price_return"] - returns = returns.unstack().dropna() + returns = returns.unstack() return returns |