def rolling_volatility(returns, rolling_vol_window):
    """
    Determines the rolling volatility of a strategy.

    Parameters
    ----------
    returns : pd.Series
        Daily returns of the strategy, noncumulative.
         - See full explanation in tears.create_full_tear_sheet.
    rolling_vol_window : int
        Length of rolling window, in days, over which to compute.

    Returns
    -------
    pd.Series
        Rolling volatility.
    """

    return returns.rolling(rolling_vol_window).std() \
        * np.sqrt(APPROX_BDAYS_PER_YEAR)
def rolling_volatility(returns, rolling_vol_window):
    

    return returns.rolling(rolling_vol_window).std() \
        * np.sqrt(APPROX_BDAYS_PER_YEAR)
def rolling_volatility ( returns , rolling_vol_window ) : return returns . rolling ( rolling_vol_window ) . std ( ) * np . sqrt ( APPROX_BDAYS_PER_YEAR )
Determines the rolling volatility of a strategy.

    Parameters
    ----------
    returns : pd.Series
        Daily returns of the strategy, noncumulative.
         - See full explanation in tears.create_full_tear_sheet.
    rolling_vol_window : int
        Length of rolling window, in days, over which to compute.

    Returns
    -------
    pd.Series
        Rolling volatility.
Determines the rolling volatility of a strategy .