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kevynf

AKBridge MCP Server

by kevynf

article_oman_rv

Read-onlyIdempotent

Retrieve daily realized volatility measures for financial indexes from the Oxford-Man Realized Library. Input a symbol and volatility metric to access historical non-parametric volatility data.

Instructions

Oxford-Man Institute of Quantitative Finance Realized Library 的数据 :param symbol: str ['AEX', 'AORD', 'BFX', 'BSESN', 'BVLG', 'BVSP', 'DJI', 'FCHI', 'FTMIB', 'FTSE', 'GDAXI', 'GSPTSE', 'HSI', 'IBEX', 'IXIC', 'KS11', 'KSE', 'MXX', 'N225', 'NSEI', 'OMXC20', 'OMXHPI', 'OMXSPI', 'OSEAX', 'RUT', 'SMSI', 'SPX', 'SSEC', 'SSMI', 'STI', 'STOXX50E'] :param index: str 指标 ['medrv', 'rk_twoscale', 'bv', 'rv10', 'rv5', 'rk_th2', 'rv10_ss', 'rsv', 'rv5_ss', 'bv_ss', 'rk_parzen', 'rsv_ss'] :return: pandas.DataFrame

The Oxford-Man Institute's "realised library" contains daily non-parametric measures of how volatility financial assets or indexes were in the past. Each day's volatility measure depends solely on financial data from that day. They are driven by the use of the latest innovations in econometric modelling and theory to design them, while we draw our high frequency data from the Thomson Reuters DataScope Tick History database. Realised measures are not volatility forecasts. However, some researchers use these measures as an input into forecasting models. The aim of this line of research is to make financial markets more transparent by exposing how volatility changes through time.

This Library is used as the basis of some of our own research, which effects its scope, and is made available here to encourage the more widespread exploitation of these methods. It is given 'as is' and solely for informational purposes, please read the disclaimer.

The volatility data can be visually explored. We make the complete up-to-date dataset available for download. Lists of assets covered and realized measures available are also available.

Symbol

Name

Earliest Available

Latest Available

.AEX

AEX index

January 03, 2000

November 28, 2019

.AORD

All Ordinaries

January 04, 2000

November 28, 2019

.BFX

Bell 20 Index

January 03, 2000

November 28, 2019

.BSESN

S&P BSE Sensex

January 03, 2000

November 28, 2019

.BVLG

PSI All-Share Index

October 15, 2012

November 28, 2019

.BVSP

BVSP BOVESPA Index

January 03, 2000

November 28, 2019

.DJI

Dow Jones Industrial Average

January 03, 2000

November 27, 2019

.FCHI

CAC 40

January 03, 2000

November 28, 2019

.FTMIB

FTSE MIB

June 01, 2009

November 28, 2019

.FTSE

FTSE 100

January 04, 2000

November 28, 2019

.GDAXI

DAX

January 03, 2000

November 28, 2019

.GSPTSE

S&P/TSX Composite index

May 02, 2002

November 28, 2019

.HSI

HANG SENG Index

January 03, 2000

November 28, 2019

.IBEX

IBEX 35 Index

January 03, 2000

November 28, 2019

.IXIC

Nasdaq 100

January 03, 2000

November 27, 2019

.KS11

Korea Composite Stock Price Index (KOSPI)

January 04, 2000

November 28, 2019

.KSE

Karachi SE 100 Index

January 03, 2000

November 28, 2019

.MXX

IPC Mexico

January 03, 2000

November 28, 2019

.N225

Nikkei 225

February 02, 2000

November 28, 2019

.NSEI

NIFTY 50

January 03, 2000

November 28, 2019

.OMXC20

OMX Copenhagen 20 Index

October 03, 2005

November 28, 2019

.OMXHPI

OMX Helsinki All Share Index

October 03, 2005

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
indexNork_th2
symbolNoFTSE
Behavior4/5

Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?

Annotations already mark it as read-only, idempotent, and non-destructive, so the bar is lower. The description adds meaningful context: the data comprises daily non-parametric realized volatility measures, these are not forecasts, and the data is provided 'as is' for informational purposes. This goes beyond the annotations and helps set expectations about the data's nature.

Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.

Conciseness2/5

Is the description appropriately sized, front-loaded, and free of redundancy?

The description is bloated with boilerplate text copied from the Oxford-Man website, including background on research, disclaimers, and 'visually explored' commentary that is not relevant to tool invocation. The useful parameter lists and symbol table are embedded in this verbose prose, and the table is truncated, making it poorly structured for quick consumption.

Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.

Completeness3/5

Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?

For a two-parameter data-fetch tool, the description provides the symbol list, index list, and an availability table, which is helpful for understanding coverage. However, it lacks details on the returned DataFrame's structure (columns, date range) and is cut off mid-table, leaving the content incomplete. It does not clarify the difference from the sibling short version.

Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.

Parameters4/5

Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?

Schema description coverage is 0%, so the description must compensate. It lists all valid values for both symbol and index, and provides a table mapping symbols to asset names and availability date ranges. This gives agents the ability to select valid parameters, though it does not explain what each index metric (e.g., medrv, rk_twoscale) represents.

Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.

Purpose4/5

Does the description clearly state what the tool does and how it differs from similar tools?

The description clearly indicates this tool provides data from the Oxford-Man Realized Library, with parameters for symbol and index, and returns a pandas.DataFrame. The verb is implicit ('数据' meaning 'data'), but it is evident that it retrieves realized volatility data for a given symbol and index. It does not distinguish itself from the sibling tool article_oman_rv_short.

Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.

Usage Guidelines2/5

Does the description explain when to use this tool, when not to, or what alternatives exist?

No explicit guidance is provided on when to use this tool versus alternatives such as article_oman_rv_short or article_rlab_rv. The table of availability dates gives coverage information but does not explain selection criteria or scenarios for choosing this tool.

Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.

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