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How to calculate beta ATR implied volatility with IQFeed in Python

(Last Updated On: December 10, 2016)

How to calculate beta ATR implied volatility with IQFeed in Python

Because of this literal showstopper, I have decided to find a few workarounds on a non Windows environment

I AM OFFICIALLY DUMPING MICROSOFT WINDOWS 10

Here are some links and Python code to help you out

#https://pypi.python.org/pypi/stockstats
import stockstats
import pandas as pd

#better to use IQFEED to create CSV
#create csv from http://stackoverflow.com/questions/22991567/pandas-yahoo-finance-datareader
#use Gaspare Bonventre answer
stock = stockstats.StockDataFrame.retype(pd.read_csv('stocks.csv'))
print stock.get('atr')

#calculate beta (R Squared) from http://gouthamanbalaraman.com/blog/calculating-stock-beta.html
#implied volatility with option pricing
#http://stackoverflow.com/questions/35391850/implied-volatility-calculation-in-python

 

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