Calculating the First and Second Moments (Mu and Variance) in Python

Calculating the First and Second Moments (Mu and Variance) in Python | Finance Train

We will use functions from numpy package to calculate the mean and variance of daily returns. Variance as we know, is the square of standard deviation (Volatility).

1# Calculate Mean and Standard Deviation
2
3import numpy as np
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5# Daily returns
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7daily_returns = stock_data['Simple Returns']
8
9# Calculate the mean of daily returns
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python

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