plot(p)
rv = {}
for i in (13,39,78,390,1560,23400):
step = m // i
rets = p.iloc[::step].diff().dropna()
_rv = (rets**2).sum()
rv[step] = _rv
np.sqrt(252 * pd.Series(rv))
1800 0.210890 600 0.242003 300 0.209546 60 0.180562 15 0.197455 1 0.200257 dtype: float64
plot_rv()
plot_trans()
plot_trans(zoom=True)