How to calculate beta ATR implied volatility with IQFeed in Python

(Last Updated On: December 10, 2016)
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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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Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs