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jamesmawm / Mastering-Python-for-Finance-source-codes

Accompanying source codes for my book 'Mastering Python for Finance'.
MIT License
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Pandas.rolling_corr() Deprecated #11

Open tytrzecki opened 2 years ago

tytrzecki commented 2 years ago

Pandas has deprecated rolling_corr. The plot of the rolling correlation between EUROSTOXX and VSTOXX is shown in the proposed change.