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)

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