egutierrez
113c6dfd71
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>
32 lines
814 B
Markdown
32 lines
814 B
Markdown
---
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name: annualized_volatility
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kind: function
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lang: go
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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: "func AnnualizedVolatility(returns []float64, periodsPerYear float64) float64"
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description: "Calcula la volatilidad anualizada a partir de una serie de retornos y la frecuencia de los periodos."
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tags: [finance, volatility, risk, annualized]
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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: "functions/finance/annualized_volatility.go"
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---
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# annualized_volatility
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Calcula la volatilidad anualizada como `stddev(returns) * sqrt(periodsPerYear)`. Usa desviacion estandar muestral (n-1).
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## Ejemplo
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```go
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vol := finance.AnnualizedVolatility([]float64{0.01, -0.02, 0.015, 0.005, -0.01}, 252)
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```
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