β campaign index Β· all candidates
4 novel Β· 5 crypto-prior Β· 0 excluded. Each row links its FOSS implementation + license + paper. Empirical orthogonality deferred.
| # | Candidate | FOSS implementation @ license | Paper Β· provenance | Coverage |
|---|---|---|---|---|
| #10 | sevcik_fdMaps the bar's price/quote curve into the unit square then estimates fractal dimension from the total point-to-point Euclidean curve length, capturing |
raphaelvallat/antropy BSD-3-Clause |
arXiv:1003.5266 git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |
| #11 | katz_fdFractal dimension of the price path computed from the ratio of total curve length to the path's diameter (max distance from the first point), capturin |
raphaelvallat/antropy BSD-3-Clause |
DOI:10.1016/0010-4825(88)90041 git-anchor: absent @c803ef96e + @2d308f1c |
crypto-prior |
| #12 | petrosian_fdFast fractal-dimension estimate driven only by the number of sign changes in the first difference of the series, measuring path roughness/zig-zag dens |
raphaelvallat/antropy BSD-3-Clause |
DOI:10.1109/CBMS.1995.465426 git-anchor: absent @c803ef96e + @2d308f1c |
crypto-prior |
| #13 | fractal_nldNormalized Length Density: after amplitude standardization, the mean absolute first difference of the bar's series, mapped through a fixed Weierstrass |
neuropsychology/NeuroKit MIT |
DOI:10.1186/1753-4631-3-8 git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |
| #14 | cid_ce_arclengthThe CID complexity estimate: the amplitude-space arc length of the series, i.e. the square root of the summed squared first differences β a single-pas |
pmontman/TSclust GPL-2.0+ |
DOI:10.1007/s10618-013-0312-3 git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |
| #15 | hjorth_complexityRatio-of-ratios shape descriptor: how much the rate-of-change of the series departs from a pure sinusoid, i.e. waveform shape irregularity, derived pu |
raphaelvallat/antropy BSD-3-Clause |
DOI:10.1016/0013-4694(70)90143 git-anchor: absent @c803ef96e + @2d308f1c |
crypto-prior |
| #16 | intrabar_range_traversal_efficiencyHow directly price walked between the high and the low: the bar's high-low range divided by the total absolute tick-to-tick path length traversed insi |
raphaelvallat/antropy BSD-3-Clause |
DOI:10.1016/0010-4825(88)90041 git-anchor: absent @c803ef96e + @2d308f1c |
crypto-prior |
| #17 | mean_cosine_turning_angleDirectional persistence of the tick/bar path: the average cosine of the heading change between consecutive segments in the (time, price) plane β a sig |
JimMcL/trajr GPL-3 |
DOI:10.1016/j.jtbi.2004.03.016 git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |
| #71 | hjorth_mobility_barHjorth Mobility = sqrt( var(first difference of the series) / var(series) ). A scale-free 'mean-frequency' descriptor: the ratio of the standard devia π CRYPTO-PRIOR: present in patterns/crypto lit-scan (provenance only; still forex-proposable |
neuropsychology/NeuroKit MIT (NeuroKit2); BSD-3-Clause (ant |
DOI:10.1016/0013-4694(70)90143 git-anchor: absent @c803ef96e + @2d308f1c |
crypto-prior |