尝试发现波动性时获得错误的价值

Question

covariance_matrix = clean_returns.cov()
temp_list = []

for row in temp.iterrows():
    index, data = row
    temp_list = data.tolist()
    npa = np.asarray(temp_list)
    npa_trans = npa.transpose()
    Portfolio_Returns['Volatility'] = np.sqrt(
        np.dot(npa_trans, np.dot(covariance_matrix, npa)))

我希望获得不同的波动率值，但是数据框显示的是相同的值0.022906

Answer 1

该代码保存在整个“波动率”列中计算的波动率的最后一个值，而不是在每一行中保存每个波动率值

       Portfolio_Returns['Volatility'] = np.sqrt(
            np.dot(npa_trans, np.dot(covariance_matrix, npa))