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♻️ Categorical recurrence quantification

3 novel Β· 2 crypto-prior Β· 0 excluded. Each row links its FOSS implementation + license + paper. Empirical orthogonality deferred.

#CandidateFOSS implementation @ licensePaper Β· provenanceCoverage
#66 categorical_recurrence_rate_close_ties
Recurrence Rate (RR) of EXACT-EQUAL close prices over the 200-bar substrate: the density of pairs (i,j) with C_i == C_j (price exactly revisited, epsi
πŸ”Ž CRYPTO-PRIOR: present in patterns/crypto lit-scan (provenance only; still forex-proposable
morenococo/crqa
GPL-3.0-or-later
DOI:10.3389/fpsyg.2014.00510
git-anchor: absent @c803ef96e + @2d308f1c
crypto-prior
#67 categorical_rqa_determinism_logret_sign
Build a binary recurrence matrix on the discrete symbol stream s_t = sign(close-to-close log return) over the 200-bar substrate, where R_ij = 1 iff s_
⚠ caveat: l_min=2 structural-minimum line length (parameterless-by-convention)
πŸ”Ž CRYPTO-PRIOR: present in patterns/crypto lit-scan (provenance only; still forex-proposable
morenococo/crqa
GPL-3.0-or-later
DOI:10.3389/fpsyg.2014.00510
git-anchor: absent @c803ef96e + @2d308f1c
crypto-prior
#68 categorical_rqa_laminarity_tickrule_direction
On the intra-bar tick-rule direction stream d_k in {+1,-1} (Lee-Ready: +1 if trade/quote-mid uptick, -1 if downtick) within each bar, build identity r
⚠ caveat: l_min=2 structural-minimum vertical line
morenococo/crqa
GPL-3.0-or-later
DOI:10.1016/j.physrep.2006.11.
git-anchor: absent @c803ef96e + @2d308f1c
not-covered
#69 categorical_rqa_trapping_time_quote_direction
Trapping Time (TT) on the discrete quote-revision direction stream (best-bid/ask up vs down) = the AVERAGE length of vertical lines (v>=2) in the iden
⚠ caveat: l_min=2 structural-minimum vertical line
morenococo/crqa
GPL-3.0-or-later
DOI:10.1016/j.physrep.2006.11.
git-anchor: absent @c803ef96e + @2d308f1c
not-covered
#70 categorical_rqa_diagonal_entropy_logret_sign
Diagonal-line-length entropy (ENTR / L_ENTR) on the identity recurrence matrix of the close-to-close sign stream: Shannon entropy of the probability d
⚠ caveat: l_min=2 structural-minimum diagonal line
morenococo/crqa
GPL-3.0-or-later
DOI:10.1016/j.physrep.2006.11.
git-anchor: absent @c803ef96e + @2d308f1c
not-covered