On Thu, 1 Oct 2015 21:51 Paulo da Silva <p_s_d_a_s_i_l_v_a...@netcabo.pt> wrote:
Hi all. What is the fastest way to do the following: I have an initial value V and a vector vec of (financial) indexes. I want to generate a new vector nvec as V, V*vec[0], V*vec[0]*vec[1], V*vec[0]*vec[1]*vec[2], ... A numpy vectorized solution would be better. V * np.cumprod(vec) -- Oscar
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