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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>
42 lines
1.3 KiB
Markdown
42 lines
1.3 KiB
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, pendiente-usar]
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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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params:
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- name: returns
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desc: "lista de retornos diarios o periodicos (ej: [0.01, -0.005, 0.008]). Valores en rango [-1, 1] tipicamente."
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- name: periods_per_year
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desc: "numero de periodos por año (252 para datos diarios, 12 para mensuales, 52 para semanales)"
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output: "volatilidad anualizada en forma decimal (ej: 0.15 para 15% de volatilidad anualizada)"
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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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