rvol_hodges_tompkins

Hodges-Tompkins volatility is a bias correction for estimation using an overlapping data sample.

Source Code: [link]

openbb.ta.rvol_hodges_tompkins(data: pd.DataFrame, window: int = 30, trading_periods: Optional[int] = None, is_crypto: bool = False, clean: Any = True)

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Parameters

Name	Type	Description	Default	Optional
data	pd.DataFrame	Dataframe of OHLC prices.	None	False
window	int [default: 30]	Length of window to calculate over.	30	True
trading_periods	Optional[int][default: 252]	Number of trading periods in a year.	None	True
is_crypto	bool [default: False]	If true, trading_periods is defined as 365.	False	True
clean	bool [default: True]	Whether to clean the data or not by dropping NaN values.	True	True

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Returns

Type	Description
results	Dataframe with results.

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Examples

data = openbb.stocks.load('BTC-USD')
df = openbb.ta.rvol_hodges_tompkins(data, is_crypto = True)

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