stdev
Calculate the rolling standard deviation of a target column within a given window size.
Standard deviation is a measure of the amount of variation or dispersion of a set of values. It is widely used to assess the risk and volatility of financial returns or other time series data over a specified rolling window. It is the square root of the variance.
Parameters
- standard
data: ForwardRef('Data') | ForwardRef('DataFrame') | ForwardRef('Series') | ForwardRef('ndarray') | dict | list
target: str
window: int
Default: 21
index: str
Default: date
Returns
results: list[Data]
Serializable results.
provider: str
Provider name.
warnings: Optional[list[Warning_]]
list of warnings.
chart: Optional[Chart]
Chart object.
extra: dict[str, Any]
Extra info.
Data
- standard