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Fix volatility of crypto #2039

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merged 4 commits into from
Jul 4, 2022
Merged

Fix volatility of crypto #2039

merged 4 commits into from
Jul 4, 2022

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DidierRLopes
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This fixes #1658.

Crypto:
Screenshot 2022-07-03 at 14 34 49

Stocks:
Screenshot 2022-07-03 at 14 35 19

@DidierRLopes DidierRLopes added the bug Fix bug label Jul 3, 2022
@robertmartin8
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Is there a reason why you're using 364 instead of 365 in all the calculations?

@DidierRLopes
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Is there a reason why you're using 364 instead of 365 in all the calculations?

Silly mistake 🥲 Thanks. Should be good now

@JerBouma JerBouma self-requested a review July 4, 2022 07:21
JerBouma
JerBouma approved these changes Jul 4, 2022
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@JerBouma JerBouma left a comment

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Looks good, dem negative returns tho.

@JerBouma JerBouma merged commit 0517135 into main Jul 4, 2022
@DidierRLopes DidierRLopes deleted the vol-crypto branch July 4, 2022 21:15
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@JerBouma JerBouma JerBouma approved these changes

@jose-donato jose-donato Awaiting requested review from jose-donato

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[FR] Annualize volatility
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@DidierRLopes @robertmartin8 @JerBouma @minhhoang1023