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Quant Real Factor 10d Stability Scaled Sma Slope

Use when computing the 10D Stability Scaled SMA Slope factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.

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10D Stability Scaled SMA Slope

Use this Skill to compute 10日稳定度缩放均线斜率 / 10D Stability Scaled SMA Slope from caller-provided OHLCV data.

Workflow

  1. Load a pandas.DataFrame with open, high, low, close, volume; include date and symbol for cross-sectional research.
  2. Call scripts/factor.py::compute_factor(df) to compute the factor column.
  3. Call generate_signals(df) for a simple rank-based long/short signal.
  4. Review validation_real/report.md before using the factor in a model.

Runtime Contract

  • Framework-neutral Python: pandas and numpy.
  • The caller owns data vendor, universe, calendar, costs, slippage, and execution modeling.

quantskills/skill-quant-factor-directional-alpha/tree/main/factors/R700-10d-stability-scaled-sma-slope commit 355fe6855a

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npx skillmds@latest add quantskills/quant-real-factor-10d-stability-scaled-sma-slope