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fn_registry/functions/finance/annualized_volatility.md
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egutierrez 113c6dfd71 feat: 15 funciones finance — indicadores, riesgo e IO de mercado
11 funciones puras con implementación real:
SMA, EMA, RSI, BollingerBands, VWAP, LogReturn, AnnualizedVolatility,
SharpeRatio, MaxDrawdown, NormalizeOHLCV, TickToOHLCV

4 funciones impuras (stubs):
FetchOHLCV, StreamTicks, WriteOHLCVToParquet, LoadOHLCVFromDuckDB

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-28 02:23:31 +01:00

814 B

name, kind, lang, domain, version, purity, signature, description, tags, uses_functions, uses_types, returns, returns_optional, error_type, imports, 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 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
false
math
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)