Financial analysis script which generates a volatility index of a specific stock based off of the interaction between moving averages. Creates the index by combining the normalized values representing the angle of intersection of moving averages (using linear interpolation), and area between intersection points using the shapely package.
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Financial analysis script which generates a volatility index of a specific stock based off of the interaction between moving averages. Creates the index by combining the normalized values representing the angle of intersection of moving averages (using linear interpolation), and area between intersection points using the shapely package.
michaeljacot/interp
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Financial analysis script which generates a volatility index of a specific stock based off of the interaction between moving averages. Creates the index by combining the normalized values representing the angle of intersection of moving averages (using linear interpolation), and area between intersection points using the shapely package.
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