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.
obb.quantitative.stats.stdev(data: Union[list, dict, pd.DataFrame, List[pd.DataFrame], pd.Series, List[pd.Series], numpy.ndarray, Data, List[Data]], target: str)
Parameters
- Standard
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| data | List[Data] | The time series data as a list of data points. | None | False |
| target | str | The name of the column for which to calculate standard deviation. | None | False |
Returns
An object containing the rolling standard deviation values.