THE FINTECH BUILDER · SYNTHETIC LEARNING LAB

Realized Kernel

Explain each weighted lag correction to realized variance.

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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. Lag zero = realized variance
  2. 2. Compute signed lag products
  3. 3. Apply Bartlett weights and factor two
  4. 4. Sum the quadratic-form contributions

Calculated history

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

Result and diagnostics

RK=A (gamma_0+2 sum_(h=1)^H (1-h/(H+1)) gamma_h)

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