for ループを使用できます。
import numpy as np
from pandas import DataFrame, Series
ROC = Series(np.random.randn(10))
NVI = Series(np.zeros(len(ROC)), index=ROC.index)
NVI[0] = 100
for ii in range(1, len(ROC)):
NVI[ii] = NVI[ii-1]*(1 + ROC[ii])
DataFrame({'NVI':NVI, 'ROC':ROC})
どちらが与える
Out[163]:
NVI ROC
0 100.000000 -0.671116
1 175.200037 0.752000
2 190.944391 0.089865
3 213.050742 0.115774
4 285.011333 0.337763
5 654.873638 1.297711
6 1970.284505 2.008648
7 3738.327575 0.897354
8 -3640.266184 -1.973769
9 -8171.676652 1.244802