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Any good python script examples utlizing standard deviation. Any help appreciated. Thanks!
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Hi Jonathan.
This documentation section on Indicators is a good reference on available indicators that can be used to determine volatility.
In the attached backtest, I demonstrate in the Algorithm Framework how to construct and use the STD Indicator on a price series. The algorithm emits "Up" insight when the standard deviation of price is lower than the simple moving average of the standard deviation of the price.
Check out this documentation section on the Algorithm Framework for further information on how to construct Alpha Models.
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Thanks!
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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