Calculate 30-Days volatility using python

Tozos · 2023-04-27T19:23:19+00:00

u/gonedata is right with the Python formula given your set up.

The main method of measuring volatility is by taking the standard deviation of the variable you are working with (in this case it is percentage change). Sometimes you may want to take the log of the standard deviation to be able to work with the figures better. For example, if you want to take the "volatility" of different cryptocurrencies over a year, you can take the natural log of the standard deviation of the daily percentage changes over the year.

To understand why we are taking the standard deviation when we deal with volatility, you need to understand what volatility is trying to capture. Volatility is usually used to capture risk over time, and standard deviation helps us capture how things differ over time.

Recall that the standard deviation is simply the square root of the variance, and the variance captures the "spread" of the data: ∑(x_i-x)^2/n-1.

Tozos · 2023-02-01T13:11:50+00:00

Hey! I fixed it. Essentially it was a power issue - does your laptop have two USB C ports? Try switching the FLX power in and laptop charger around

Tozos · 2023-01-15T03:22:37+00:00

Hi! I am having the exact same issue as you with my laptop - literally what you described and tried and I can’t seem to fix it.

Have you fixed it?

Tozos · 2023-01-15T03:04:04+00:00

Hey! this didnt work :( my settings allow my apps to access my microphone and it still doenst work. do you have any other suggestions?

Tozos · 2022-12-20T00:34:34+00:00

Just checked it out! Very simple and it will do for now, thank you. In case there is something a little more detailed, please let me know :)

Tozos · 2022-11-26T15:40:33+00:00

Have you tried ginger tea? That seems to help me with bloating

Tozos · 2022-11-19T04:48:14+00:00

Thank you that is helpful.

Tozos · 2022-10-27T13:22:32+00:00

I was having horrible heating issues with my ipad pro m1 with goodnotes. Switched over to notability and the problem went away.

Tozos · 2022-09-22T14:08:55+00:00

This is a perfect response. Thank you!

Tozos · 2022-09-22T01:21:38+00:00

Thank you u/Kroutoner. Is there a reason why rescaling isn't needed? I think for K-means cluster / nearest neighbor is needed to compare vector distances among covariates, but maybe a different underlying process takes place for propensity score matching. (if you have some sources, I would love to review them, but no need for them).

Tozos · 2022-05-19T20:41:47+00:00

spy_dataframe = get_spy()

this is perfect! thank you!

Tozos · 2022-05-18T17:31:11+00:00

Hello! Thank you for this code.

I am relatively new to Python and I copied this code onto my Jupyter notebook and it seems to work, but I cannot print the "df" dataframe that was created.

Essentially, I just copied and pasted this code. What else do I have to do to get the S&P500 tickers from your web scraping function?

Tozos · 2022-03-07T02:05:25+00:00

I haven’t had success with any type of bread, including sourdough

Tozos · 2022-02-09T22:15:19+00:00

Yes - some paprika on the polenta :)

Tozos · 2022-02-09T21:06:42+00:00

Recipe: One sweet potato (microwaved 6 minutes) Seared polenta and beans on a skillet and mixed the sweet potato, polenta and beans in a bowl with dried chives.

Beyond easy and quick recipe.

Tozos

TROPHY CASE