gs_quant.timeseries.algebra.sqrt¶
- sqrt(x)[source]¶
Square root of (a) each element in a series or (b) a real number
- Parameters:
x (
Union[Real,Series]) – date-based time series of prices or real number- Return type:
Union[Real,Series]- Returns:
date-based time series of square roots or square root of given number
Usage
Return the square root of each value in time series \(X_t\):
\(R_t = \sqrt{X_t}\)
Examples
Generate price series and take square root of each value:
>>> prices = generate_series(100) >>> sqrt(prices)
See also
pow()