THE FINTECH BUILDER · SYNTHETIC LEARNING LAB

Rogers-Satchell Volatility

Track the upper and lower log-distance products.

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Keyboard: Tab to a control; native arrow keys change sliders. Alt + Right steps, Alt + Left goes back. Reduced-motion Play advances one state only.

  1. 1. High relative to open and close
  2. 2. Low relative to open and close
  3. 3. Add the two nonnegative products
  4. 4. Average inside the chosen window

Calculated history

Calculated stateValues from the current input prefix, not a decorative trace.
● Selected experiment┄ Canonical parameters / same cutoff

Result and diagnostics

v=A mean(ln(H/C)ln(H/O)+ln(L/C)ln(L/O))

Calculation trace

Exact current output (JSON)


Input audit
Only the shown information prefix is supplied to the calculation. Synthetic fixture; no live market data or fitted performance claim.
Exact input supplied to the reference engine