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yuyasugano/rolling_std.py

Last active September 24, 2020 11:39
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Pandas rolling std for financial assets
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rolling_std.py
%matplotlib inline
fig = plt.figure(figsize=(15, 7))
ax2 = fig.add_subplot(1, 1, 1)
rolling_std.plot(ax=ax2)
ax2.set_xlabel('Date')
ax2.set_ylabel('21days rolling standard deviation')
ax2.set_title('21days rolling standard deviation of financial assets')
plt.show()
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