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# fynance.features.momentums.smstd¶

fynance.features.momentums.smstd(X, w=None, ddof=0, axis=0, dtype=None)

Compute simple moving standard deviation(s) for each X’ series’.

$smstd^w_t(X) = \sqrt{\frac{1}{w}\sum^{w-1}_{i=0} (X_{t-i} - sma^w_t)^2}$
Parameters: X : np.ndarray[dtype, ndim=1 or 2] Elements to compute the moving standard deviation. w : int, optional Size of the lagged window of the moving average, must be positive. If w is None or w=0, then w=X.shape[axis]. Default is None. ddof : int, optional Means Delta Degrees of Freedom, the divisor used in calculations is w - ddof (must be strictly positive), where w represents the number of elements in time axis. Default is 0. axis : {0, 1}, optional Axis along wich the computation is done. Default is 0. dtype : np.dtype, optional The type of the output array. If dtype is not given, infer the data type from X input. np.ndarray[dtype, ndim=1 or 2] Simple moving standard deviation of each series.

Examples

>>> X = np.array([60, 100, 80, 120, 160, 80])
>>> smstd(X, w=3, dtype=np.float64)
array([ 0.        , 20.        , 16.32993162, 16.32993162, 32.65986324,
32.65986324])
>>> smstd(X.reshape([6, 1]), w=3, dtype=np.float64).flatten()
array([ 0.        , 20.        , 16.32993162, 16.32993162, 32.65986324,
32.65986324])