def calc_forward_returns(prices, period, dropna=False):
"""Calculate forward forward returns from a series of prices
------
Inputs
------
prices: pd.Series, pd.DataFrame
Prices to calculate returns on.
period: int
Forward period for return calculation
dropna: bool
Drop NA's in dataframe?
"""
fwd_returns = prices.pct_change(period).shift(-period)
if dropna:
return fwd_returns[:-period]
return fwd_returns