THE FINTECH BUILDER · SYNTHETIC LEARNING LAB

Bipower Variation

See how a shock affects its two adjacent absolute products.

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. Absolute neighboring magnitudes
  2. 2. Multiply adjacent pairs
  3. 3. Scale sum by π/2
  4. 4. Keep signed RV minus BV visible

Calculated history

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

Result and diagnostics

BV=A (pi/2) sum_(i=2)^w |r_i r_(i-1)|

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