Module `Algostream_analytics.Volatility`

Real-time volatility estimators.

Realized computes the annualization-naive realized volatility — sqrt of the rolling sum of squared log-returns — over a fixed window. Caller can scale to any time unit by multiplying.

Ewma is a streaming EWMA over squared log-returns, with bias correction inherited from Filters.Ewma_var. Both estimators ignore the very first sample (no return defined).

module Realized : sig ... end

module Ewma : sig ... end