Created
January 5, 2011 21:57
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| def self.volatility(prices) | |
| mean = (prices.inject {|s,n| s+n}) / prices.length | |
| sd = Math.sqrt((prices.inject(0) {|s,n| s + (n-mean)*(n-mean)}) / (prices.length-1)) | |
| rsd = sd/mean*100 | |
| ('%.2f'%rsd) | |
| end |
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