stdev

Calculate the rolling standard deviation of a target column.

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 It is the square root of the variance.

Examples

from openbb import obb
# Get Standard Deviation.
stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df()
returns = stock_data["close"].pct_change().dropna()
obb.quantitative.stats.stdev(data=returns, target="close")
obb.quantitative.stats.stdev(target='close', data=[{'date': '2023-01-02', 'close': 0.05}, {'date': '2023-01-03', 'close': 0.08}, {'date': '2023-01-04', 'close': 0.07}, {'date': '2023-01-05', 'close': 0.06}, {'date': '2023-01-06', 'close': 0.06}])

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Parameters

• standard

Name	Type	Description	Default	Optional
data	List[Data]	The time series data as a list of data points.		False
target	str	The name of the column for which to calculate standard deviation.		False

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Returns

OBBject
    results : List[Data]
        An object containing the rolling standard deviation values.