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fn_registry/functions/finance/annualized_volatility.md
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Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-14 00:28:20 +02:00

1.1 KiB

name, kind, lang, domain, version, purity, signature, description, tags, uses_functions, uses_types, returns, returns_optional, error_type, imports, params, output, tested, tests, test_file_path, file_path
name kind lang domain version purity signature description tags uses_functions uses_types returns returns_optional error_type imports params output tested tests test_file_path file_path
annualized_volatility function go finance 1.0.0 pure func AnnualizedVolatility(returns []float64, periodsPerYear float64) float64 Calcula la volatilidad anualizada a partir de una serie de retornos y la frecuencia de los periodos.
finance
volatility
risk
annualized
pendiente-usar
false
math
name desc
returns slice de retornos diarios/periódicos, valores típicamente entre -0.1 y 0.1 (ej: -2% = -0.02)
name desc
periodsPerYear número de períodos por año (252 para diarios, 12 para mensuales, 52 para semanales)
volatilidad anualizada como ratio (ej: 0.25 = 25% volatilidad anual) false
functions/finance/annualized_volatility.go

annualized_volatility

Calcula la volatilidad anualizada como stddev(returns) * sqrt(periodsPerYear). Usa desviacion estandar muestral (n-1).

Ejemplo

vol := finance.AnnualizedVolatility([]float64{0.01, -0.02, 0.015, 0.005, -0.01}, 252)