THE FINTECH BUILDER · SYNTHETIC LEARNING LAB

Realized Variance

Identify which squared return dominates the measured variation.

24
0.025

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. Choose regular return grid
  2. 2. Square every retained return
  3. 3. Sum without demeaning or n divisor
  4. 4. Distinguish window scale from annual scale

Calculated history

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

Result and diagnostics

RV=A sum(r_i²)

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