hey guys,
I need your help. I want to calculate the volatility for every date in my data frame.. I only know how to calculate the standard deviation for the whole data frame but I need it for each column(day).
Hope someone can help me here.
see notebook attached and only look for part 1 or 2..i copied it to work with it :) thx
need help: calculate volatility for every column in data frame
Hey Marvin,
By volatility for every date in your data frame, do you just mean standard deviation (just asking since I don't know if there is a financial difference)? To start off, here's what's causing your bugs:
----> 19: You are trying to append standard deviation of "my_price," but "my_price" is empty. I think your intent is to have separate variable names for the price of SPY and the array of prices per day for SPY. So, try renaming the second "my_price" to "my_price_arr"
Eric
Please sign in or
join Quantopian to
post a reply.
Need help?
Contact support.
Company
Learn & Support
Notices
Follow Us
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.
In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.