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How to generate matrix of returns from Q500US

I've been wracking my brain on how to do this for a bit now, and have gone over the Pipeline API documentation several times but am at a loss. I'm trying to get a DataFrame of daily closing prices for assets in the Q500US with a lookback window of 60 days, and then use that matrix to calculate things like expected return, Sharpe ratios, etc. I messed around with the Returns factor but I keep getting back single columns of closing prices, rather than generating a date by closing price dataframe. Any tips on how to accomplish this would be highly appreciated.