Data Collection: Data of S&P 500 companies is fetched from Wikipedia using pandas' read_html function.
Data Cleaning: The fetched data is cleaned by replacing dots in the symbols with dashes, and preparing a list of unique symbols.
Data Retrieval: Historical stock price data for the S&P 500 companies is retrieved using Yahoo Finance API (finance).
Calculating Garman-Klass Volatility: Garman-Klass Volatility, a measure of volatility in financial instruments, is calculated using the provided formula.
Calculating Relative Strength Index (RSI): RSI, a momentum oscillator indicating overbought or oversold conditions, is calculated for each stock.
Calculating Bollinger Bands: Bollinger Bands, used for identifying potential overbought or oversold conditions, are calculated for each stock.
Calculating Average True Range (ATR): ATR, a measure of market volatility, is calculated for each stock.
Calculating Moving Average Convergence Divergence (MACD): MACD, a trend-following momentum indicator, is calculated for each stock.
Calculating Dollar Volume: Dollar volume, representing the total value of stocks traded, is calculated for each stock.
THIS IS NOT FINANCIAL OR INVESTMENT ADVICE; FOR EDUCATIONAL PURPOSES ONLY