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rvol

Get rolling volatility

Source Code: [link]

openbb.portfolio.rvol(portfolio_engine: portfolio_engine.PortfolioEngine, window: str = "1y")

Parameters

NameTypeDescriptionDefaultOptional
portfolio_enginePortfolioEnginePortfolioEngine class instance, this will hold transactions and perform calculations.
Use portfolio.load to create a PortfolioEngine.
NoneFalse
windowstrRolling window size to use
Possible options: mtd, qtd, ytd, 1d, 5d, 10d, 1m, 3m, 6m, 1y, 3y, 5y, 10y
1yTrue

Returns

TypeDescription
pd.DataFrameRolling volatility DataFrame

Examples

from openbb_terminal.sdk import openbb
p = openbb.portfolio.load("openbb_terminal/miscellaneous/portfolio/holdings_example.xlsx")
output = openbb.portfolio.rvol(p)