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- .claude/CLAUDE.md - .claude/commands/subagentes.md - .claude/rules/INDEX.md - .mcp.json - bash/functions/cybersecurity/analyze_dns.md - bash/functions/cybersecurity/audit_http_headers.md - bash/functions/cybersecurity/audit_ssh_config.md - bash/functions/cybersecurity/check_firewall.md - bash/functions/cybersecurity/detect_suspicious_users.md - bash/functions/cybersecurity/encrypt_file.md - ... Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
1.3 KiB
1.3 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
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| annualized_volatility | function | py | finance | 1.0.0 | pure | def annualized_volatility(returns: list, periods_per_year: float) -> float | Calcula la volatilidad anualizada de una serie de retornos. |
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false |
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volatilidad anualizada en forma decimal (ej: 0.15 para 15% de volatilidad anualizada) | false | python/functions/finance/finance.py |
Ejemplo
daily_returns = [0.01, -0.005, 0.008, 0.003, -0.002, 0.006, 0.004]
vol = annualized_volatility(daily_returns, 252.0)
# Volatilidad anualizada (std * sqrt(252))
Notas
Formula: std_muestral(returns) * sqrt(periods_per_year). Usa desviacion estandar muestral (n-1) para ser consistente con la practica financiera. Retorna 0.0 si hay menos de 2 retornos o periods_per_year es menor o igual a cero.