Writing a Python list into a single CSV column

With Python3, open the file in w mode:

with open('returns.csv', 'w') as f:
    writer = csv.writer(f)
    for val in daily_returns:
        writer.writerow([val])

With Python2.6+, open the file in wb mode:

with open('returns.csv', 'wb') as f:
    writer = csv.writer(f)
    for val in daily_returns:
        writer.writerow([val])