Dspyt: Log returns

How to illustrate log returns vs simple returns

Python finance log return NumPy econometrics log returns log return formula log returns formula pandas log returns simple returns statistics Realized Variance pct_change

How to illustrate log returns vs simple returns

In this blog post we are introducing the concepts of log returns vs simple returns, realized volatility and realized variance.

Pavel Fedotovdspyt.com profile picture Pavel Fedotov

Pavel Fedotov