title: Can I use dataframes as Input for functions?
body: <p>I am currently trying to find optimal portfolio weights by optimizing a utility function that depends on those weights. I have a dataframe of containing the time series of returns, named rets_optns. rets_optns has 100 groups of 8 assets (800 columns - 1st group column 1 to 8, 2nd group column 9 to 16). I also have a dataframe named rf_options with 100 columns that present the corresponding risk free rate for each group of returns. I want to create a new dataframe composed by the portfolio's returns, using this formula: p. returns= rf_optns+sum(weights*rets_optns). It should have 100 columns and each columns should represent the returns of a portfolio composed by 8 assets belonging to the same group. I currently have:</p>
  <pre><code>def pret(rf,weights,rets):
     return rf+np.sum(weights*(rets-rf))
  </code></pre>
  <p>It does not work</p>