HAR-RV Weekly Component
HAR-RV weekly component.
What it measures
The weekly component of Corsi's (2009) HAR-RV model: realized volatility aggregated over the trailing week. It is the slow-memory leg of the HAR cascade — the persistence contributed by participants who rebalance on slower clocks. Compared against the daily component it tells you whether current volatility is running above or below its slower baseline, the basic state variable of a volatility-regime model.
References: Corsi 2009 HAR-RV.
Point-in-time, leak-free
Like every QUANT_API feature, volatility.har_rv_weekly is computed point-in-time: each value uses only data that had actually arrived at the timestamp you query — live or historical. No restatements, no backfills that quietly rewrite the past, no look-ahead. The value your backtest sees at a given stamp is the value the live API would have returned at that stamp. How we enforce this is documented on the methodology page.
Windows & transforms
The signal is computed over rolling windows; each window can be served raw or through a transform (z-score, percentile rank, delta…). Which windows and transforms you can query depends on your plan — the signal itself supports:
Plan & access
volatility.har_rv_weekly unlocks on the Quant plan ($2,500/mo) and every plan above it. Every new account starts with a 14-day free trial of the Signal plan — no card required. The trial covers Signal-plan features, so you can evaluate the API end-to-end before upgrading to Quant.
Example call
Resolve the latest value for BTC (1h window, zscore transform — both available on the Quant plan):
curl -G https://api.quant-api.dev/v1/features/live \
-H "Authorization: Bearer fk_live_<your_key>" \
--data-urlencode "asset=BTC" \
--data-urlencode "features=volatility.har_rv_weekly@1h:zscore"Same key works on /v1/features/historical for point-in-time backtesting — see the API docs.