January 2020
Beginner to intermediate
432 pages
11h 24m
English
Content preview from Python for Finance Cookbook
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Volatility clustering
Run the following code to investigate this second fact by plotting the log returns series.
- Visualize the log returns series:
df.log_rtn.plot(title='Daily MSFT returns')
Executing the code results in the following plot:
We can observe clear clusters of volatility—periods of higher positive and negative returns.
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