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WilliamJosephKlubinski / Volatility.py
Created December 19, 2019 08:37 — forked from StuartGordonReid/Volatility.py
Volatility Risk Metrics
View Volatility.py
import numpy
import numpy.random as nrand
def vol(returns):
# Return the standard deviation of returns
return numpy.std(returns)
def beta(returns, market):
@WilliamJosephKlubinski
WilliamJosephKlubinski / Volatility.py
Created December 19, 2019 08:37 — forked from StuartGordonReid/Volatility.py
Volatility Risk Metrics
View Volatility.py
import numpy
import numpy.random as nrand
def vol(returns):
# Return the standard deviation of returns
return numpy.std(returns)
def beta(returns, market):