QuantConnect Lean Algorithmic Trading Engine
Members 
QuantConnect.Securities Namespace : StandardDeviationOfReturnsVolatilityModel Class
StandardDeviationOfReturnsVolatilityModel Class
Provides an implementation of IVolatilityModel that computes the annualized sample standard deviation of daily returns as the volatility of the security
Syntax
public class StandardDeviationOfReturnsVolatilityModel : IVolatilityModel  
Inheritance Hierarchy

System.Object
   QuantConnect.Securities.StandardDeviationOfReturnsVolatilityModel

Requirements

Target Platforms: Microsoft .NET 4.5 or Mono 3.10 or above.

See Also