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fn_registry/python/functions/finance/annualized_volatility.md
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egutierrez eaed99e52c feat: funciones Python para core, cybersecurity, datascience y finance
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
2026-03-29 00:13:50 +01:00

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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 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.
finance
volatility
risk
python
false
math
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.