Converting two lists into a matrix
Assuming lengths of portfolio and index are the same:
matrix = []
for i in range(len(portfolio)):
matrix.append([portfolio[i], index[i]])
Or a one-liner using list comprehension:
matrix2 = [[portfolio[i], index[i]] for i in range(len(portfolio))]
The standard numpy function for what you want is np.column_stack
:
>>> np.column_stack(([1, 2, 3], [4, 5, 6]))
array([[1, 4],
[2, 5],
[3, 6]])
So with your portfolio
and index
arrays, doing
np.column_stack((portfolio, index))
would yield something like:
[[portfolio_value1, index_value1],
[portfolio_value2, index_value2],
[portfolio_value3, index_value3],
...]