Back to Community
Retrieve volatility for last 'x' days


Quick question. If I wanted to select the top 10% stocks with the highest volatility in the last 3 days, would the code be: AnnualizedVolatility(window_length=3). ?


1 response

Hello Gonzalo,

For selecting top 10% stocks with highest volatility code would be

AnnualizedVolatility(window_length=3).percentile_between(90, 100)