quantskills
- 606 skills
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- ▌ Quant Real Factor 7d Volume Confirmed Gap Sum · quantskills bundleUse when computing the 7D Volume Confirmed Gap Sum factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 10d Compressed Rsi Strength · quantskills bundleUse when computing the 10D Compressed RSI Strength factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 10d Compressed Rsi Reversal · quantskills bundleUse when computing the 10D Compressed RSI Reversal factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 5d Delta Stochastic Position · quantskills bundleUse when computing the 5D Delta Stochastic Position factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 5d Delta Realized Volatility · quantskills bundleUse when computing the 5D Delta Realized Volatility factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 5d Delta Downside Volatility · quantskills bundleUse when computing the 5D Delta Downside Volatility factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 5d Delta Upper Wick Pressure · quantskills bundleUse when computing the 5D Delta Upper Wick Pressure factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 5d Volatility Scaled Gap Sum · quantskills bundleUse when computing the 5D Volatility Scaled Gap Sum factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 7d Delta Stochastic Position · quantskills bundleUse when computing the 7D Delta Stochastic Position factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 7d Delta Realized Volatility · quantskills bundleUse when computing the 7D Delta Realized Volatility factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 7d Delta Downside Volatility · quantskills bundleUse when computing the 7D Delta Downside Volatility factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 7d Delta Upper Wick Pressure · quantskills bundleUse when computing the 7D Delta Upper Wick Pressure factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 7d Volatility Scaled Gap Sum · quantskills bundleUse when computing the 7D Volatility Scaled Gap Sum factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 10d Z Scored Intraday Return · quantskills bundleUse when computing the 10D Z-Scored Intraday Return factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 10d Delta Lower Wick Support · quantskills bundleUse when computing the 10D Delta Lower Wick Support factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 10d Delta Drawdown From High · quantskills bundleUse when computing the 10D Delta Drawdown From High factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 10d Smoothed Intraday Return · quantskills bundleUse when computing the 10D Smoothed Intraday Return factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 10d Stability Scaled Gap Sum · quantskills bundleUse when computing the 10D Stability Scaled Gap Sum factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 10d Volume Confirmed Gap Sum · quantskills bundleUse when computing the 10D Volume Confirmed Gap Sum factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 5d Time Series Ranked Gap Sum · quantskills bundleUse when computing the 5D Time-Series Ranked Gap Sum factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 5d Stability Scaled Atr Ratio · quantskills bundleUse when computing the 5D Stability Scaled ATR Ratio factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 5d Volume Confirmed Atr Ratio · quantskills bundleUse when computing the 5D Volume Confirmed ATR Ratio factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 5d Compressed Intraday Return · quantskills bundleUse when computing the 5D Compressed Intraday Return factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 7d Time Series Ranked Gap Sum · quantskills bundleUse when computing the 7D Time-Series Ranked Gap Sum factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 7d Stability Scaled Atr Ratio · quantskills bundleUse when computing the 7D Stability Scaled ATR Ratio factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 7d Volume Confirmed Atr Ratio · quantskills bundleUse when computing the 7D Volume Confirmed ATR Ratio factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 7d Compressed Intraday Return · quantskills bundleUse when computing the 7D Compressed Intraday Return factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 10d Delta Stochastic Position · quantskills bundleUse when computing the 10D Delta Stochastic Position factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 10d Delta Realized Volatility · quantskills bundleUse when computing the 10D Delta Realized Volatility factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 10d Delta Downside Volatility · quantskills bundleUse when computing the 10D Delta Downside Volatility factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 10d Delta Upper Wick Pressure · quantskills bundleUse when computing the 10D Delta Upper Wick Pressure factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 10d Volatility Scaled Gap Sum · quantskills bundleUse when computing the 10D Volatility Scaled Gap Sum factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 5d Z Scored Lower Wick Support · quantskills bundleUse when computing the 5D Z-Scored Lower Wick Support factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 5d Z Scored Drawdown From High · quantskills bundleUse when computing the 5D Z-Scored Drawdown From High factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 5d Smoothed Lower Wick Support · quantskills bundleUse when computing the 5D Smoothed Lower Wick Support factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 5d Smoothed Drawdown From High · quantskills bundleUse when computing the 5D Smoothed Drawdown From High factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 5d Volatility Scaled Atr Ratio · quantskills bundleUse when computing the 5D Volatility Scaled ATR Ratio factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 7d Z Scored Lower Wick Support · quantskills bundleUse when computing the 7D Z-Scored Lower Wick Support factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 7d Z Scored Drawdown From High · quantskills bundleUse when computing the 7D Z-Scored Drawdown From High factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 7d Smoothed Lower Wick Support · quantskills bundleUse when computing the 7D Smoothed Lower Wick Support factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 7d Smoothed Drawdown From High · quantskills bundleUse when computing the 7D Smoothed Drawdown From High factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 7d Volatility Scaled Atr Ratio · quantskills bundleUse when computing the 7D Volatility Scaled ATR Ratio factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 10d Time Series Ranked Gap Sum · quantskills bundleUse when computing the 10D Time-Series Ranked Gap Sum factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 10d Stability Scaled Atr Ratio · quantskills bundleUse when computing the 10D Stability Scaled ATR Ratio factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 10d Volume Confirmed Atr Ratio · quantskills bundleUse when computing the 10D Volume Confirmed ATR Ratio factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 10d Compressed Intraday Return · quantskills bundleUse when computing the 10D Compressed Intraday Return factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 5d Z Scored Stochastic Position · quantskills bundleUse when computing the 5D Z-Scored Stochastic Position factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 5d Z Scored Realized Volatility · quantskills bundleUse when computing the 5D Z-Scored Realized Volatility factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 5d Z Scored Downside Volatility · quantskills bundleUse when computing the 5D Z-Scored Downside Volatility factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 5d Z Scored Upper Wick Pressure · quantskills bundleUse when computing the 5D Z-Scored Upper Wick Pressure factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 5d Smoothed Stochastic Position · quantskills bundleUse when computing the 5D Smoothed Stochastic Position factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 5d Smoothed Realized Volatility · quantskills bundleUse when computing the 5D Smoothed Realized Volatility factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 5d Smoothed Downside Volatility · quantskills bundleUse when computing the 5D Smoothed Downside Volatility factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 5d Smoothed Upper Wick Pressure · quantskills bundleUse when computing the 5D Smoothed Upper Wick Pressure factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 5d Time Series Ranked Atr Ratio · quantskills bundleUse when computing the 5D Time-Series Ranked ATR Ratio factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 5d Stability Scaled Range Ratio · quantskills bundleUse when computing the 5D Stability Scaled Range Ratio factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 5d Volume Confirmed Range Ratio · quantskills bundleUse when computing the 5D Volume Confirmed Range Ratio factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 7d Z Scored Stochastic Position · quantskills bundleUse when computing the 7D Z-Scored Stochastic Position factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 7d Z Scored Realized Volatility · quantskills bundleUse when computing the 7D Z-Scored Realized Volatility factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 7d Z Scored Downside Volatility · quantskills bundleUse when computing the 7D Z-Scored Downside Volatility factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 7d Z Scored Upper Wick Pressure · quantskills bundleUse when computing the 7D Z-Scored Upper Wick Pressure factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 7d Smoothed Stochastic Position · quantskills bundleUse when computing the 7D Smoothed Stochastic Position factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 7d Smoothed Realized Volatility · quantskills bundleUse when computing the 7D Smoothed Realized Volatility factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 7d Smoothed Downside Volatility · quantskills bundleUse when computing the 7D Smoothed Downside Volatility factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 7d Smoothed Upper Wick Pressure · quantskills bundleUse when computing the 7D Smoothed Upper Wick Pressure factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 7d Time Series Ranked Atr Ratio · quantskills bundleUse when computing the 7D Time-Series Ranked ATR Ratio factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 7d Stability Scaled Range Ratio · quantskills bundleUse when computing the 7D Stability Scaled Range Ratio factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 7d Volume Confirmed Range Ratio · quantskills bundleUse when computing the 7D Volume Confirmed Range Ratio factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 10d Z Scored Lower Wick Support · quantskills bundleUse when computing the 10D Z-Scored Lower Wick Support factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 10d Z Scored Drawdown From High · quantskills bundleUse when computing the 10D Z-Scored Drawdown From High factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 10d Smoothed Lower Wick Support · quantskills bundleUse when computing the 10D Smoothed Lower Wick Support factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 10d Smoothed Drawdown From High · quantskills bundleUse when computing the 10D Smoothed Drawdown From High factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 10d Volatility Scaled Atr Ratio · quantskills bundleUse when computing the 10D Volatility Scaled ATR Ratio factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 5d Volatility Scaled Range Ratio · quantskills bundleUse when computing the 5D Volatility Scaled Range Ratio factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 5d Stability Scaled Rsi Strength · quantskills bundleUse when computing the 5D Stability Scaled RSI Strength factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 5d Stability Scaled Rsi Reversal · quantskills bundleUse when computing the 5D Stability Scaled RSI Reversal factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 5d Volume Confirmed Rsi Strength · quantskills bundleUse when computing the 5D Volume Confirmed RSI Strength factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 5d Volume Confirmed Rsi Reversal · quantskills bundleUse when computing the 5D Volume Confirmed RSI Reversal factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 5d Compressed Lower Wick Support · quantskills bundleUse when computing the 5D Compressed Lower Wick Support factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 5d Compressed Drawdown From High · quantskills bundleUse when computing the 5D Compressed Drawdown From High factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 7d Volatility Scaled Range Ratio · quantskills bundleUse when computing the 7D Volatility Scaled Range Ratio factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 7d Stability Scaled Rsi Strength · quantskills bundleUse when computing the 7D Stability Scaled RSI Strength factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 7d Stability Scaled Rsi Reversal · quantskills bundleUse when computing the 7D Stability Scaled RSI Reversal factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 7d Volume Confirmed Rsi Strength · quantskills bundleUse when computing the 7D Volume Confirmed RSI Strength factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 7d Volume Confirmed Rsi Reversal · quantskills bundleUse when computing the 7D Volume Confirmed RSI Reversal factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 7d Compressed Lower Wick Support · quantskills bundleUse when computing the 7D Compressed Lower Wick Support factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 7d Compressed Drawdown From High · quantskills bundleUse when computing the 7D Compressed Drawdown From High factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 10d Z Scored Stochastic Position · quantskills bundleUse when computing the 10D Z-Scored Stochastic Position factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 10d Z Scored Realized Volatility · quantskills bundleUse when computing the 10D Z-Scored Realized Volatility factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 10d Z Scored Downside Volatility · quantskills bundleUse when computing the 10D Z-Scored Downside Volatility factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 10d Z Scored Upper Wick Pressure · quantskills bundleUse when computing the 10D Z-Scored Upper Wick Pressure factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 10d Smoothed Stochastic Position · quantskills bundleUse when computing the 10D Smoothed Stochastic Position factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 10d Smoothed Realized Volatility · quantskills bundleUse when computing the 10D Smoothed Realized Volatility factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 10d Smoothed Downside Volatility · quantskills bundleUse when computing the 10D Smoothed Downside Volatility factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 10d Smoothed Upper Wick Pressure · quantskills bundleUse when computing the 10D Smoothed Upper Wick Pressure factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 10d Time Series Ranked Atr Ratio · quantskills bundleUse when computing the 10D Time-Series Ranked ATR Ratio factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 10d Stability Scaled Range Ratio · quantskills bundleUse when computing the 10D Stability Scaled Range Ratio factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 10d Volume Confirmed Range Ratio · quantskills bundleUse when computing the 10D Volume Confirmed Range Ratio factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 5d Time Series Ranked Range Ratio · quantskills bundleUse when computing the 5D Time-Series Ranked Range Ratio factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
- ▌ Quant Real Factor 5d Volatility Scaled Rsi Strength · quantskills bundleUse when computing the 5D Volatility Scaled RSI Strength factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.