@railpath/finance-toolkit/dist/risk/calculateStandardDeviation.js

Production-ready finance library for portfolio construction, risk analytics, quantitative metrics, and ML-based regime detection

"use strict";
Object.defineProperty(exports, "__esModule", { value: true });
exports.calculateStandardDeviation = calculateStandardDeviation;
/**
 * Standard deviation (classic volatility)
 */
function calculateStandardDeviation(returns) {
    const n = returns.length;
    const mean = returns.reduce((sum, r) => sum + r, 0) / n;
    const variance = returns.reduce((sum, r) => sum + Math.pow(r - mean, 2), 0) / (n - 1);
    return Math.sqrt(variance);
}