How to obtain volatility of all the stocks in the portfolio?

How to obtain volatility of all the stocks in the portfolio?

Amritendu Maji
2017-06-15 00:11:34

I am trying to write a system where I need to calculate the average of the volatility and Sharpe Ratio of the all the stocks in the trading portfolio. How can I do that?

Thank you,
Maji

QuantShare
2017-06-15 10:10:51

Hi Maji,

This can be done only using the money management tool in C#.

Amritendu Maji
2017-06-15 11:19:06

Do you have an example that I can look at and try to use as a guide?

Thank you,
Maji

QuantShare
2017-06-15 17:46:01

Best Answer

Please check this item:
Dynamic Position Sizing

Dynamic Position Sizing (by clonex, uploaded several months ago)

No notes

Get more messages

No more messages

Back


Trading Items Stocks outperforming the S&P 500 with low volatility Investing in stocks using the Kelly criterion money management st... Stocks Outperforming the S&P 500 on Daily Basis Stocks with the highest Volume Increase Top 20 stocks with the highest 10 day rate of change - Current an...	How-to Lessons How to quickly download the most recent EOD data for your stocks How to get stocks for a particular index using the global script How to screen for stocks having a high correlation with the Dow J... How to plot the ratio of two stocks How to display the number of stocks per day for different RSI gro...
Related Forum Threads How to import the list of of all mutual funds tickers? dynamic position sizing based on stocks selected by the buy rules How to view the raw data files? How do I refer to the close price of another symbol in a formula? How do I find the close price for an entry matching a custom DB	Blog Posts How to download the history of dividend payments for stocks in th... Buy the best/top rated stocks or how to create powerful rank base... How to create market indicators using the composite function - Pa... How to measure market strength with the composite tool Fundamental analysis: How to track economic indicators in the For...