Realized Quantities

The main.py file contains a large variety of realized quantities. To date, the following are implemented:

• Realized Variance
• Realized Semivariance
• Realized Skewness
• Realized Kurtosis
• Realized Absolute Variation
• Realized Bipower Variation
• Standardized Tri-Power Quarticity
• Signed Jump Variation

This file uses the data generated from the ResampleHF repo.