New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Different data set - sector example. #4

Open

andrewcztrack opened this issue Dec 13, 2020 · 0 comments

andrewcztrack commented Dec 13, 2020

hi @jonathantuck @sbarratt!

I hope your well.

I am trying to use the sector example for a new data set.

How did you create the -

VIX_quantile_yesterday and the 5_day_trail_vol_yesterday column.

I can pull the data and create the returns using the yahoo finance api.

Kind regards and thanks,
Andrew

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment