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---------

Co-authored-by: jose-donato <zmcdonato@gmail.com>
Co-authored-by: jose-donato <43375532+jose-donato@users.noreply.github.com>
Co-authored-by: andrewkenreich <andrew.kenreich@gmail.com>
2023-10-30 21:01:29 +00:00

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title, description, keywords
title description keywords
rvol This page provides documentation for rvol, a feature of the OpenBB Terminal. It includes details about how to get rolling volatility and display a chart of it, including the use of the PortfolioEngine class and various window sizes.
rolling volatility
portfolio engine
rvol
charting
volatility calculation
portfolio risk analysis
OpenBB SDK
OpenBB rvol
matplotlib
rvol chart

import HeadTitle from '@site/src/components/General/HeadTitle.tsx';

import Tabs from '@theme/Tabs'; import TabItem from '@theme/TabItem';

Get rolling volatility

Source Code: [link]

openbb.portfolio.rvol(portfolio_engine: portfolio_engine.PortfolioEngine, window: str = "1y")

Parameters

Name Type Description Default Optional
portfolio_engine PortfolioEngine PortfolioEngine class instance, this will hold transactions and perform calculations.
Use portfolio.load to create a PortfolioEngine.		 None False
window str Rolling window size to use
Possible options: mtd, qtd, ytd, 1d, 5d, 10d, 1m, 3m, 6m, 1y, 3y, 5y, 10y		 1y True

Returns

Type Description
pd.DataFrame Rolling volatility DataFrame

Examples

from openbb_terminal.sdk import openbb
p = openbb.portfolio.load("openbb_terminal/miscellaneous/portfolio_examples/holdings/example.csv")
output = openbb.portfolio.rvol(p)

Display rolling volatility

Source Code: [link]

openbb.portfolio.rvol_chart(portfolio_engine: portfolio_engine.PortfolioEngine, window: str = "1y", export: str = "", external_axes: Optional[List[matplotlib.axes._axes.Axes]] = None)

Parameters

Name Type Description Default Optional
portfolio PortfolioEngine PortfolioEngine object None True
interval str interval for window to consider None True
export str Export to file True
external_axes Optional[List[plt.Axes]] Optional axes to display plot on None True

Returns

This function does not return anything