I'm trying to substract a df "stock_returns" (144 rows x 517 col) by a df "p_df" (144 rows x 1 col).
I have tried;
stock_returns - p_df
stock_returns.rsub(p_df,axis=1)
stock_returns.substract(p_df)
But none of them work and all return Nan values.
I'm passing it through this fnc, and using the for loop to get args:
def disp_calc(returns, p, wi): #apply(disp_calc, rows = ...)
wi = wi/np.sum(wi)
rp = (col_len(returns)*(returns-p)**2).sum() #returns - p causing problems
return np.sqrt(rp)
for i in sectors:
stock_returns = returns_rolling[sectordict[i]]#.apply(np.mean,axis=1)
portfolio_return = returns_rolling[i]; p_df = portfolio_return.to_frame()
disp_df[i] = stock_returns.apply(disp_calc,args=(portfolio_return,wi))
My expected output is to subtract all 517 cols in the first df by the 1 col in p_df. so final results would still have 517 cols. Thanks