volatility-trading
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Minor edits to run code in Python 3 from volatility directory
volest.py changed to: import models. It was: from volatility import models models init.py changed to: from models.api import *
data is in tests directory thus: data_file_path = '../tests/JPM.csv'
I would add 2 explicit lines after vol. I needed to reference fig, plt not just plt. fig, plt = vol.cones(windows=windows, quantiles=quantiles) plt.show()
I could not get vol.term_sheet to work.
Can't quite tell if these are suggestions to make compatible with Py3 or these are changes you've made. As far as the term_sheet goes, you need to ensure you define a benchmark for the regressions (included in term sheet).