Hi!
I would like to have the monthly returns of a simple strategy, which mimics Russell 1000 index, in a dataframe. Here's where I am at now.
But I still couldn't have a structure of this kind.
July 2003 0.022430581132994676
August 2003 0.021828712643752524
September 2003 -0.01012837492538532
and so on...