|
PureBytes Links
Trading Reference Links
|
No,
That is noit an industry norm.
http://www.mcmtrader.com
----- Original Message -----
From: <Sethw2@xxxxxxx>
To: <xltraders@xxxxxxxxxxxxxxx>; <omega-list@xxxxxxxxxx>
Sent: Wednesday, September 17, 2003 12:48 PM
Subject: Re: annualized standard deviation
> Thanks to all. It looks like you want to take stdev of the column and
multiple by sqrt(12) to annualize monthly vol.
> This is returning reasonable numbers...
>
>
> -Seth
|