Module risk 

Risk metrics: volatility, Sharpe, Sortino, max drawdown, beta, rolling drawdown.

Error handling (v0.1+)

All public functions return FinanceResult. Short series, zero sample vol, empty prices, and length mismatches yield structured FinanceError values.

Functions

beta

OLS beta of asset returns vs market returns (same length series).

drawdown_series

Running drawdown series (one value per price, starting at 0).

max_drawdown

Maximum peak-to-trough drawdown over a positive price series (most negative fraction).

price_volatility

Volatility of simple returns computed from consecutive prices.

rolling_max_drawdown

Running maximum drawdown magnitude observed up to each price index.

sharpe_ratio

Sharpe ratio: (mean - risk_free) / volatility over the return series.

sortino_ratio

Sortino ratio: (mean - target) / downside_deviation, using returns below target only.

volatility

Sample standard deviation of a return series (population divisor n - 1).

volatility_annualized

Annualized volatility: volatility(returns) * sqrt(periods_per_year).