EnsembleRCM/Furnace — pull request #4 by austinwiltshire (2014-05-07 04:06:52+00:00)
Title: Add volatility as a metric on performance

Volatility is a measure of risk and is defined as the standard deviation on returns (for some moving window of n sample sizes, and returns over some time period.)

- going to do daily returns over the entire sample size first.