Optional
Bars per year, applied as √annualize. Default 252 (trading days, for daily bars). Pass 1 for the raw per-bar σ, or your own bar count — 252 × 6.5 × 60 for one-minute bars on a 6.5-hour session, 365 for a market that trades every calendar day.
√annualize
252
1
252 × 6.5 × 60
365
Source column. Default 'close'.
'close'
Name of the appended column. Default 'hv'.
'hv'
Window length in bars — how many log returns the σ is taken over. Default 20.
20
Bars per year, applied as
√annualize. Default252(trading days, for daily bars). Pass1for the raw per-bar σ, or your own bar count —252 × 6.5 × 60for one-minute bars on a 6.5-hour session,365for a market that trades every calendar day.