Computed realized statistics derived from canonical equity-close observations (DS-065): trailing 1-quarter return (~63 trading days) and trailing 1-year annualized realized volatility (stdev of daily log returns × sqrt(252)). Computed deterministically; no fetch — rebuildable from DS-065 observations. Series: EQUITY_SP500_RETURN_1Q, EQUITY_SP500_REALVOL_1Y, and parallel for NASDAQ, DJI, RUSSELL2000.
| type | derived_dataset |
| url | insightalm/modelling/data/curated/market/canonical.db::market_canonical_view |
| auth | none |
| cost | free |
| update frequency | daily |
| consumers | insmodel, finview, goes |
| classification | internal_derived |
| criticality | tier-2 |
The derived statistics are computed by a separate stateless transform — scripts/rebuild_realized_stats.py (#972) — that reads the canonical DS-065 closes and writes the 8 EQUITY_*_{RETURN_1Q,REALVOL_1Y} observations back into the one canonical store tagged source_ds=DS-068 (state=derived). Rebuildable on demand; wired into the canonical-market-data-refresh workflow after the equity fetch. The legacy path (scripts/update_equity_prices.py computing the stats inside the loader and writing them to equity_prices) is superseded.