Python-for-Data-Science
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Bollinger Band code needs some minor rework
Inside Bollinger Bands Tutorial.py, there's some minor rework required.
item[’30 Day STD’] = item[‘Adj Close’].rolling(window=20).std()
should become
item[’30 Day STD’] = item[‘Adj Close’].rolling(window=20).std(ddof=0) (this is because the standard deviation is being calculated against a population, not a sample)
Hope that is of assistance.
Cheers, Richard.
@RichardDale how about making a pull request with the fix? I will credit you in the post as soon as it is merged.