Hi all,
I've been struggling along with this for a while, so your help would be
greatly appreciated.
Using an array of prices from a T-SQL database for a number of stocks I
wish to calculate the volatility of returns for these stocks, which will
then be multiplied by the weight of that stock in a portfolio of stocks.
If anyone has written anything that would assist, I would appreciate it
greatly. I am struggling particularly when the number of data points for a
stock differ, e.g. if Stock X has n data points and stock Y has n-m data
points.
Many thanks!
S
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