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.