Inside Bollinger Bands Tutorial.py, there's some minor rework required.
item[’30 Day STD’] = item[‘Adj Close’].rolling(window=20).std()
should become
item[’30 Day STD’] = item[‘Adj Close’].rolling(window=20).std(ddof=0)
(this is because the standard deviation is being calculated against a population, not a sample)
Hope that is of assistance.
Cheers,
Richard.
Inside Bollinger Bands Tutorial.py, there's some minor rework required.
item[’30 Day STD’] = item[‘Adj Close’].rolling(window=20).std()
should become
item[’30 Day STD’] = item[‘Adj Close’].rolling(window=20).std(ddof=0)
(this is because the standard deviation is being calculated against a population, not a sample)
Hope that is of assistance.
Cheers,
Richard.