annualized_volatility

annualized_volatility(*, column: DataColumn, days: int) → DataColumn

Calculate the annualized volatility of column with a standard deviation rolling window of days.

Parameters:

• column – The column containing the data for which the annualized volatility needs to be calculated.

• days – The number of days to use for the rolling standard deviation calculation.

Return type:

A new DataColumn object containing the annualized volatility values.