William Klubinski WilliamJosephKessler
⛵
WilliamJosephKessler
/ Volatility.py
Created
December 19, 2019 08:37
— forked from StuartGordonReid/Volatility.py
Volatility Risk Metrics
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| import numpy | |
| import numpy.random as nrand | |
| def vol(returns): | |
| # Return the standard deviation of returns | |
| return numpy.std(returns) | |
| def beta(returns, market): |
WilliamJosephKessler
/ Volatility.py
Created
December 19, 2019 08:37
— forked from StuartGordonReid/Volatility.py
Volatility Risk Metrics
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| import numpy | |
| import numpy.random as nrand | |
| def vol(returns): | |
| # Return the standard deviation of returns | |
| return numpy.std(returns) | |
| def beta(returns, market): |