egutierrez
eaed99e52c
Agrega funciones Python reutilizables organizadas por dominio: - core: composicion funcional (pipe, compose, map, filter, reduce, etc.) - cybersecurity: analisis de amenazas y puertos - datascience: estadisticas y deteccion de outliers - finance: indicadores tecnicos y analisis financiero
36 lines
930 B
Markdown
36 lines
930 B
Markdown
---
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name: annualized_volatility
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kind: function
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lang: py
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domain: finance
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version: "1.0.0"
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purity: pure
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signature: "def annualized_volatility(returns: list, periods_per_year: float) -> float"
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description: "Calcula la volatilidad anualizada de una serie de retornos."
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tags: [finance, volatility, risk, python]
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uses_functions: []
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uses_types: []
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returns: []
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returns_optional: false
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error_type: ""
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imports: [math]
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tested: false
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tests: []
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test_file_path: ""
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file_path: "python/functions/finance/finance.py"
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---
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## Ejemplo
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```python
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daily_returns = [0.01, -0.005, 0.008, 0.003, -0.002, 0.006, 0.004]
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vol = annualized_volatility(daily_returns, 252.0)
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# Volatilidad anualizada (std * sqrt(252))
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```
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## Notas
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Formula: std_muestral(returns) * sqrt(periods_per_year).
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Usa desviacion estandar muestral (n-1) para ser consistente con la practica financiera.
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Retorna 0.0 si hay menos de 2 retornos o periods_per_year es menor o igual a cero.
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