How to calculate variance on stock prices in Python?

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How to calculate variance on stock prices in Python?

In this video we learn the fundamentals of calculating variance on stock returns. This will help us in our quest to calculating portfolio expected return and portfolio variance, constructing an efficient frontier, building a portfolio optimizer and eventually finding an investors optimal portfolio.

  1. Matthew William Roesener, CFA
  2. portfolio optimization
  3. variance
  4. volatility
  5. volatility of stocks
  6. variance of stocks
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Комментарии
Автор

Hi,

In this video you have just shown how to find variance of 1 stocks. What is I have 500 stocks? How can I calculate the variance of all stocks together and put it into a new column?

malvikasaraf
Автор

Why did you use lambda x : np.log(1+x) function to calculate the mean?

neels
Автор

Hi, great videos!!

Do you know how I can access more data on Quandl?
I can only retrieve 2 months of data...

pitjaekel
Автор

Hello! I was wondering if you could point me to some good trading strategies other than momentum based strategy and also, backtesting for it! thank you before hand :)

ramireddyvarun