THE FINTECH BUILDER · SYNTHETIC LEARNING LAB

Jump-Variation Detector

Separate the observed variation difference from its uncertainty and threshold.

0.05
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. Compute RV and unadjusted BV
  2. 2. Compute tripower quarticity
  3. 3. Standardize signed RV minus BV
  4. 4. Compare Z with upper-tail quantile

Calculated history

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

Result and diagnostics

Z=(RV-BV)/sqrt((pi²/4+pi-5) TQ/w)

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