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20 day RVOL calculator

See description in the notebook for the why, what, and how.

@MikeBellafiore (I actually have no idea how twitter works, hopefully that doesn't do anything...)

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3 responses

Line 104 should be index = self.separated_times
index = separated_times

didn't seem to make a difference in output, but figured id say something as my save of the change did not seem show above

Here is with the edit

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Updated for local jupyter friendliness, converted timestamps to Eastern US, populates the entire days worth of time instead of only using what was available and fills in values as it goes with the rolling sums so there are no NaNs and limited 0's

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