Description
PYTHON for FINANCE introduces you to ALGORITHMIC TRADING, time-series data, and other common financial analyses!
Summary
- community datacamp Python For Finance: That way, the statistic is continually calculated as long as the window falls first within the dates of the time series.
- However, note that most of them will soon be deprecated, so it’s best to use a combination of the functions rolling() with mean() or std(),… Depending of course on which type of moving window you want to calculate exactly.
- Considering all of this, you see that it’s definitely a skill to get the right window size based upon the data sampling frequency.