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quantskills

@quantskills source repo

606 published skills · page 6 of 7

  1. ▌
    Quant Real Factor 7d Smoothed Lower Breakdown · quantskills bundle
    Use when computing the 7D Smoothed Lower Breakdown factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  2. ▌
    Quant Real Factor 7d Stability Scaled Sma Gap · quantskills bundle
    Use when computing the 7D Stability Scaled SMA Gap factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  3. ▌
    Quant Real Factor 7d Stability Scaled Ema Gap · quantskills bundle
    Use when computing the 7D Stability Scaled EMA Gap factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  4. ▌
    Quant Real Factor 7d Volume Confirmed Sma Gap · quantskills bundle
    Use when computing the 7D Volume Confirmed SMA Gap factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  5. ▌
    Quant Real Factor 7d Volume Confirmed Ema Gap · quantskills bundle
    Use when computing the 7D Volume Confirmed EMA Gap factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  6. ▌
    Quant Real Factor 10d Z Scored Range Position · quantskills bundle
    Use when computing the 10D Z-Scored Range Position factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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  7. ▌
    Quant Real Factor 10d Z Scored Upper Breakout · quantskills bundle
    Use when computing the 10D Z-Scored Upper Breakout factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  8. ▌
    Quant Real Factor 10d Smoothed Range Position · quantskills bundle
    Use when computing the 10D Smoothed Range Position factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  9. ▌
    Quant Real Factor 10d Smoothed Upper Breakout · quantskills bundle
    Use when computing the 10D Smoothed Upper Breakout factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  10. ▌
    Quant Real Factor 10d Compressed Dual Ema Gap · quantskills bundle
    Use when computing the 10D Compressed Dual EMA Gap factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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  11. ▌
    Quant Real Factor 14d Z Scored Range Position · quantskills bundle
    Use when computing the 14D Z-Scored Range Position factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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  12. ▌
    Quant Real Factor 5d Z Scored Trend Efficiency · quantskills bundle
    Use when computing the 5D Z-Scored Trend Efficiency factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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  13. ▌
    Quant Real Factor 5d Delta Risk Adjusted Trend · quantskills bundle
    Use when computing the 5D Delta Risk-Adjusted Trend factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  14. ▌
    Quant Real Factor 5d Smoothed Trend Efficiency · quantskills bundle
    Use when computing the 5D Smoothed Trend Efficiency factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  15. ▌
    Quant Real Factor 5d Volatility Scaled Sma Gap · quantskills bundle
    Use when computing the 5D Volatility Scaled SMA Gap factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  16. ▌
    Quant Real Factor 5d Volatility Scaled Ema Gap · quantskills bundle
    Use when computing the 5D Volatility Scaled EMA Gap factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  17. ▌
    Quant Real Factor 5d Compressed Range Position · quantskills bundle
    Use when computing the 5D Compressed Range Position factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  18. ▌
    Quant Real Factor 5d Compressed Upper Breakout · quantskills bundle
    Use when computing the 5D Compressed Upper Breakout factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  19. ▌
    Quant Real Factor 7d Z Scored Trend Efficiency · quantskills bundle
    Use when computing the 7D Z-Scored Trend Efficiency factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  20. ▌
    Quant Real Factor 7d Delta Risk Adjusted Trend · quantskills bundle
    Use when computing the 7D Delta Risk-Adjusted Trend factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  21. ▌
    Quant Real Factor 7d Smoothed Trend Efficiency · quantskills bundle
    Use when computing the 7D Smoothed Trend Efficiency factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  22. ▌
    Quant Real Factor 7d Volatility Scaled Sma Gap · quantskills bundle
    Use when computing the 7D Volatility Scaled SMA Gap factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  23. ▌
    Quant Real Factor 7d Volatility Scaled Ema Gap · quantskills bundle
    Use when computing the 7D Volatility Scaled EMA Gap factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  24. ▌
    Quant Real Factor 7d Compressed Range Position · quantskills bundle
    Use when computing the 7D Compressed Range Position factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  25. ▌
    Quant Real Factor 7d Compressed Upper Breakout · quantskills bundle
    Use when computing the 7D Compressed Upper Breakout factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  26. ▌
    Quant Real Factor 10d Z Scored Return Momentum · quantskills bundle
    Use when computing the 10D Z-Scored Return Momentum factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  27. ▌
    Quant Real Factor 10d Z Scored Return Reversal · quantskills bundle
    Use when computing the 10D Z-Scored Return Reversal factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  28. ▌
    Quant Real Factor 10d Z Scored Lower Breakdown · quantskills bundle
    Use when computing the 10D Z-Scored Lower Breakdown factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  29. ▌
    Quant Real Factor 10d Smoothed Return Momentum · quantskills bundle
    Use when computing the 10D Smoothed Return Momentum factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  30. ▌
    Quant Real Factor 10d Smoothed Return Reversal · quantskills bundle
    Use when computing the 10D Smoothed Return Reversal factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  31. ▌
    Quant Real Factor 10d Smoothed Lower Breakdown · quantskills bundle
    Use when computing the 10D Smoothed Lower Breakdown factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  32. ▌
    Quant Real Factor 10d Stability Scaled Sma Gap · quantskills bundle
    Use when computing the 10D Stability Scaled SMA Gap factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  33. ▌
    Quant Real Factor 10d Stability Scaled Ema Gap · quantskills bundle
    Use when computing the 10D Stability Scaled EMA Gap factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  34. ▌
    Quant Real Factor 10d Volume Confirmed Sma Gap · quantskills bundle
    Use when computing the 10D Volume Confirmed SMA Gap factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  35. ▌
    Quant Real Factor 10d Volume Confirmed Ema Gap · quantskills bundle
    Use when computing the 10D Volume Confirmed EMA Gap factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  36. ▌
    Quant Real Factor 14d Z Scored Return Momentum · quantskills bundle
    Use when computing the 14D Z-Scored Return Momentum factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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  37. ▌
    Quant Real Factor 14d Z Scored Return Reversal · quantskills bundle
    Use when computing the 14D Z-Scored Return Reversal factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  38. ▌
    Quant Real Factor 5d Delta Skip Period Momentum · quantskills bundle
    Use when computing the 5D Delta Skip-Period Momentum factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  39. ▌
    Quant Real Factor 5d Time Series Ranked Sma Gap · quantskills bundle
    Use when computing the 5D Time-Series Ranked SMA Gap factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  40. ▌
    Quant Real Factor 5d Time Series Ranked Ema Gap · quantskills bundle
    Use when computing the 5D Time-Series Ranked EMA Gap factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  41. ▌
    Quant Real Factor 5d Stability Scaled Sma Slope · quantskills bundle
    Use when computing the 5D Stability Scaled SMA Slope factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  42. ▌
    Quant Real Factor 5d Volume Confirmed Sma Slope · quantskills bundle
    Use when computing the 5D Volume Confirmed SMA Slope factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  43. ▌
    Quant Real Factor 5d Compressed Return Momentum · quantskills bundle
    Use when computing the 5D Compressed Return Momentum factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  44. ▌
    Quant Real Factor 5d Compressed Return Reversal · quantskills bundle
    Use when computing the 5D Compressed Return Reversal factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  45. ▌
    Quant Real Factor 5d Compressed Lower Breakdown · quantskills bundle
    Use when computing the 5D Compressed Lower Breakdown factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  46. ▌
    Quant Real Factor 7d Delta Skip Period Momentum · quantskills bundle
    Use when computing the 7D Delta Skip-Period Momentum factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  47. ▌
    Quant Real Factor 7d Time Series Ranked Sma Gap · quantskills bundle
    Use when computing the 7D Time-Series Ranked SMA Gap factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  48. ▌
    Quant Real Factor 7d Time Series Ranked Ema Gap · quantskills bundle
    Use when computing the 7D Time-Series Ranked EMA Gap factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  49. ▌
    Quant Real Factor 7d Stability Scaled Sma Slope · quantskills bundle
    Use when computing the 7D Stability Scaled SMA Slope factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  50. ▌
    Quant Real Factor 7d Volume Confirmed Sma Slope · quantskills bundle
    Use when computing the 7D Volume Confirmed SMA Slope factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  51. ▌
    Quant Real Factor 7d Compressed Return Momentum · quantskills bundle
    Use when computing the 7D Compressed Return Momentum factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  52. ▌
    Quant Real Factor 7d Compressed Return Reversal · quantskills bundle
    Use when computing the 7D Compressed Return Reversal factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  53. ▌
    Quant Real Factor 7d Compressed Lower Breakdown · quantskills bundle
    Use when computing the 7D Compressed Lower Breakdown factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  54. ▌
    Quant Real Factor 10d Z Scored Trend Efficiency · quantskills bundle
    Use when computing the 10D Z-Scored Trend Efficiency factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  55. ▌
    Quant Real Factor 10d Delta Risk Adjusted Trend · quantskills bundle
    Use when computing the 10D Delta Risk-Adjusted Trend factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  56. ▌
    Quant Real Factor 10d Smoothed Trend Efficiency · quantskills bundle
    Use when computing the 10D Smoothed Trend Efficiency factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  57. ▌
    Quant Real Factor 10d Volatility Scaled Sma Gap · quantskills bundle
    Use when computing the 10D Volatility Scaled SMA Gap factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  58. ▌
    Quant Real Factor 10d Volatility Scaled Ema Gap · quantskills bundle
    Use when computing the 10D Volatility Scaled EMA Gap factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  59. ▌
    Quant Real Factor 10d Compressed Range Position · quantskills bundle
    Use when computing the 10D Compressed Range Position factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  60. ▌
    Quant Real Factor 10d Compressed Upper Breakout · quantskills bundle
    Use when computing the 10D Compressed Upper Breakout factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  61. ▌
    Quant Real Factor 5d Volatility Scaled Sma Slope · quantskills bundle
    Use when computing the 5D Volatility Scaled SMA Slope factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  62. ▌
    Quant Real Factor 5d Compressed Trend Efficiency · quantskills bundle
    Use when computing the 5D Compressed Trend Efficiency factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  63. ▌
    Quant Real Factor 7d Volatility Scaled Sma Slope · quantskills bundle
    Use when computing the 7D Volatility Scaled SMA Slope factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  64. ▌
    Quant Real Factor 7d Compressed Trend Efficiency · quantskills bundle
    Use when computing the 7D Compressed Trend Efficiency factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  65. ▌
    Quant Real Factor 10d Delta Skip Period Momentum · quantskills bundle
    Use when computing the 10D Delta Skip-Period Momentum factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  66. ▌
    Quant Real Factor 10d Time Series Ranked Sma Gap · quantskills bundle
    Use when computing the 10D Time-Series Ranked SMA Gap factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  67. ▌
    Quant Real Factor 10d Time Series Ranked Ema Gap · quantskills bundle
    Use when computing the 10D Time-Series Ranked EMA Gap factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  68. ▌
    Quant Real Factor 10d Stability Scaled Sma Slope · quantskills bundle
    Use when computing the 10D Stability Scaled SMA Slope factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  69. ▌
    Quant Real Factor 10d Volume Confirmed Sma Slope · quantskills bundle
    Use when computing the 10D Volume Confirmed SMA Slope factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  70. ▌
    Quant Real Factor 10d Compressed Return Momentum · quantskills bundle
    Use when computing the 10D Compressed Return Momentum factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  71. ▌
    Quant Real Factor 10d Compressed Return Reversal · quantskills bundle
    Use when computing the 10D Compressed Return Reversal factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  72. ▌
    Quant Real Factor 10d Compressed Lower Breakdown · quantskills bundle
    Use when computing the 10D Compressed Lower Breakdown factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  73. ▌
    Quant Real Factor 5d Z Scored Risk Adjusted Trend · quantskills bundle
    Use when computing the 5D Z-Scored Risk-Adjusted Trend factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  74. ▌
    Quant Real Factor 5d Smoothed Risk Adjusted Trend · quantskills bundle
    Use when computing the 5D Smoothed Risk-Adjusted Trend factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  75. ▌
    Quant Real Factor 5d Time Series Ranked Sma Slope · quantskills bundle
    Use when computing the 5D Time-Series Ranked SMA Slope factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  76. ▌
    Quant Real Factor 7d Z Scored Risk Adjusted Trend · quantskills bundle
    Use when computing the 7D Z-Scored Risk-Adjusted Trend factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  77. ▌
    Quant Real Factor 7d Smoothed Risk Adjusted Trend · quantskills bundle
    Use when computing the 7D Smoothed Risk-Adjusted Trend factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  78. ▌
    Quant Real Factor 7d Time Series Ranked Sma Slope · quantskills bundle
    Use when computing the 7D Time-Series Ranked SMA Slope factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  79. ▌
    Quant Real Factor 10d Volatility Scaled Sma Slope · quantskills bundle
    Use when computing the 10D Volatility Scaled SMA Slope factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  80. ▌
    Quant Real Factor 10d Compressed Trend Efficiency · quantskills bundle
    Use when computing the 10D Compressed Trend Efficiency factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  81. ▌
    Quant Real Factor 5d Z Scored Skip Period Momentum · quantskills bundle
    Use when computing the 5D Z-Scored Skip-Period Momentum factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  82. ▌
    Quant Real Factor 5d Smoothed Skip Period Momentum · quantskills bundle
    Use when computing the 5D Smoothed Skip-Period Momentum factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  83. ▌
    Quant Real Factor 5d Stability Scaled Dual Ema Gap · quantskills bundle
    Use when computing the 5D Stability Scaled Dual EMA Gap factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  84. ▌
    Quant Real Factor 5d Volume Confirmed Dual Ema Gap · quantskills bundle
    Use when computing the 5D Volume Confirmed Dual EMA Gap factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  85. ▌
    Quant Real Factor 7d Z Scored Skip Period Momentum · quantskills bundle
    Use when computing the 7D Z-Scored Skip-Period Momentum factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  86. ▌
    Quant Real Factor 7d Smoothed Skip Period Momentum · quantskills bundle
    Use when computing the 7D Smoothed Skip-Period Momentum factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  87. ▌
    Quant Real Factor 7d Stability Scaled Dual Ema Gap · quantskills bundle
    Use when computing the 7D Stability Scaled Dual EMA Gap factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  88. ▌
    Quant Real Factor 7d Volume Confirmed Dual Ema Gap · quantskills bundle
    Use when computing the 7D Volume Confirmed Dual EMA Gap factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  89. ▌
    Quant Real Factor 10d Z Scored Risk Adjusted Trend · quantskills bundle
    Use when computing the 10D Z-Scored Risk-Adjusted Trend factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  90. ▌
    Quant Real Factor 10d Smoothed Risk Adjusted Trend · quantskills bundle
    Use when computing the 10D Smoothed Risk-Adjusted Trend factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  91. ▌
    Quant Real Factor 10d Time Series Ranked Sma Slope · quantskills bundle
    Use when computing the 10D Time-Series Ranked SMA Slope factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  92. ▌
    Quant Real Factor 5d Volatility Scaled Dual Ema Gap · quantskills bundle
    Use when computing the 5D Volatility Scaled Dual EMA Gap factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  93. ▌
    Quant Real Factor 5d Compressed Risk Adjusted Trend · quantskills bundle
    Use when computing the 5D Compressed Risk-Adjusted Trend factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  94. ▌
    Quant Real Factor 7d Volatility Scaled Dual Ema Gap · quantskills bundle
    Use when computing the 7D Volatility Scaled Dual EMA Gap factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  95. ▌
    Quant Real Factor 7d Compressed Risk Adjusted Trend · quantskills bundle
    Use when computing the 7D Compressed Risk-Adjusted Trend factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  96. ▌
    Quant Real Factor 10d Z Scored Skip Period Momentum · quantskills bundle
    Use when computing the 10D Z-Scored Skip-Period Momentum factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  97. ▌
    Quant Real Factor 10d Smoothed Skip Period Momentum · quantskills bundle
    Use when computing the 10D Smoothed Skip-Period Momentum factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  98. ▌
    Quant Real Factor 10d Stability Scaled Dual Ema Gap · quantskills bundle
    Use when computing the 10D Stability Scaled Dual EMA Gap factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
    0
    installs
  99. ▌
    Quant Real Factor 10d Volume Confirmed Dual Ema Gap · quantskills bundle
    Use when computing the 10D Volume Confirmed Dual EMA Gap factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  100. ▌
    Factor Orthogonalize · quantskills bundle
    Use when an agent needs to neutralize or orthogonalize a quantitative factor against industry, size, style exposures, or an existing factor library before evaluating, combining, or accepting the signal.
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