Module 9Random NumbersLesson 8 of 825 min
Module 8 Lab: Mini Risk Pack
Returns + vol + corr toolkit in one program.
Lab
Given two price series, print each ann vol and their correlation of log returns.
Challenge
Add max drawdown for asset A equity path.
Tips
- Toolkit thinking
- Reuse helpers
- Next: derivatives pricing
Try it live
Module 8 Lab: Mini Risk PackRust 2021
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Output
Press Run to compile and execute.