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hub / github.com/Open-Quant/openquant / _annualized_vol

Function _annualized_vol

python/openquant/research.py:254–256  ·  view source on GitHub ↗
(values: list[float])

Source from the content-addressed store, hash-verified

252
253
254def _annualized_vol(values: list[float]) -> float:
255 std = _std(values)
256 return std * (252.0**0.5)

Callers 1

run_flywheel_iterationFunction · 0.85

Calls 1

_stdFunction · 0.70

Tested by

no test coverage detected