Comments (2)
nayakchandan
commented on July 19, 2024
I dont face the issue described here, the sample code works
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StylusEaterSixthStreet
commented on July 19, 2024
@gautambak The code is missing a print() statement:
import gs_quant.timeseries as ts
x = ts.generate_series(1000) # Generate random timeseries with 1000 observations
vol = ts.volatility(x, ts.Window(22, 0)) # Compute realized volatility using a window of 22 and a ramp up value of 0
print(vol.tail())That should work for you now.
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