HF RL Explorer

OHLC Realized Volatility Estimators

OHLC Realized Volatility Estimators: a task in skilltrainbench-public: skilltrainbench training tasks (Harbor dataset). Compute and compare multiple realized volatility estimators using OHLCV data. Range-based estimators (Parkinson, Garman-Klass, Rogers-Satchell, Yang-Zhang) exploit intraday…

Part of armin-aptura/skilltrainbench-public.