January 2020
Beginner to intermediate
432 pages
11h 24m
English
This fact states that most measures of asset volatility are negatively correlated with their returns. To investigate it, we used the moving standard deviation (calculated using the rolling method of a pandas DataFrame) as a measure of historical volatility. We used windows of 21 and 252 days, which correspond to one month and one year of trading data.
Read now
Unlock full access