iteration 3 · 2026-06-03

Iteration 3

Angles

Raw candidates

Accepted

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consec-dry

New families (2): 📡 Spectral & cepstral shape (parameter-free) · 🧭 Intrabar path geometry & topology (parameter-free)

5-angle deep sweep (spectral/cepstral, copula-free extension, sign/symbolic info-geometry, knob-free microstructure, intrabar path geometry/topology); 2 forex-prior catches via git-anchor; 2 NEW families (Spectral, Path geometry)

Accepted this iteration (24)

#	Candidate	FOSS implementation @ license	Paper · provenance	Coverage
#72	`psd_wiener_spectral_flatness` Tonality-vs-noise descriptor of a bar's signal: ratio of the geometric mean to the arithmetic mean of the power spectrum of the mean-removed intra-bar 🔎 CRYPTO-PRIOR: present in patterns/crypto lit-scan (provenance only; still forex-proposable	librosa/librosa (librosa.feature.spectral_flatness) ISC	arXiv:1905.02284 git-anchor: absent @c803ef96e + @2d308f1c	crypto-prior
#73	`psd_shannon_spectral_entropy_norm` Normalized Shannon spectral entropy: treat the normalized PSD of the bar's intra-bar tick path (or 200-bar close series) as a probability distribution 🔎 FOREX-COVERED: evaluated on forex_bars in the 2026-05-26/27 Gate campaign	raphaelvallat/antropy (antropy.spectral_entropy, method='fft', normali BSD-3-Clause	DOI:10.1016/0013-4694(91)90138 git-anchor: absent @c803ef96e + @2d308f1c	⛔ forex-dup
#74	`psd_spectral_centroid_normfreq` Spectral center-of-mass ('brightness') of the bar's signal: the power-weighted mean frequency of the intra-bar mid tick path (or 200-bar close series) ⚠ forex-roadmap-mentioned (listed as an UNTESTED inventory item in the May Gate extended-inventory; not yet evaluated — ve 🔎 FOREX-MENTIONED-ONLY (roadmap inventory, not evaluated)	librosa/librosa (librosa.feature.spectral_centroid) ISC	HAL:hal-00692400 git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#75	`psd_log_spectral_slope_fullband` Full-band spectral slope: slope of an OLS line fit to log-power vs log-frequency across ALL positive frequency bins (DC excluded) of the bar's intra-b	librosa/librosa (poly_features, order=1, over full band) ISC	HAL:hal-00692400 git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#76	`midpath_zero_crossing_rate_meanremoved` Zero-crossing rate of the mean-removed intra-bar mid-price tick path: fraction of consecutive tick pairs where the de-meaned mid changes sign. A time-	librosa/librosa (librosa.feature.zero_crossing_rate, threshold=0 ISC	DOI:10.1109/PROC.1986.13663 git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#77	`schweizer_wolff_sigma_bidpath_askpath` Schweizer-Wolff sigma: the normalized L1 distance between the empirical copula of (intra-bar bid-tick rank, ask-tick rank) and the independence copula	cran.r-project.org/package=copBasic (wolfCOP) GPL-2.0	DOI:10.1214/aos/1176345528 git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#78	`hoeffding_phi_squared_midreturn_duration` Hoeffding's Phi-squared: the normalized L2 distance between the empirical copula of (mid log-return rank, bar-duration rank) and the independence copu	cran.r-project.org/package=copBasic (hoefCOP) GPL-2.0	DOI:10.1016/j.jmva.2010.06.011 git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#79	`kendall_taub_signedreturn_spread` Kendall's tau-b: the tie-corrected concordant-minus-discordant rank concordance between signed mid log-return and spread (bps) across the bar substrat	scipy/scipy (scipy.stats.kendalltau, variant='b') BSD-3-Clause	DOI:10.1093/biomet/33.3.239 git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#80	`gini_correlation_asymmetry_signedreturn_spread` Schechtman-Yitzhaki Gini correlation ASYMMETRY: the signed difference between the two directional Gini correlations R(return,rank(spread)) and R(sprea	cran/GiniDistance GPL-2.0	DOI:10.1080/03610928708829359 git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#81	`energy_distance_bidpath_askpath_distribution` Szekely-Rizzo energy distance between the empirical distribution of intra-bar bid tick increments and the empirical distribution of ask tick increment	vnmabus/dcor MIT	DOI:10.1016/j.jspi.2013.03.018 git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#82	`sign_negentropy_logcosh_gap` Hyvarinen robust negentropy of the standardized log-return series: the squared gap between the expected logcosh contrast on the data and on a matched	`scikit-learn (sklearn.decomposition.FastICA, _gs` BSD-3-Clause	DOI:10.1016/S0893-6080(00)0002 git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#83	`sign_two_state_entropy_rate` Shannon entropy rate of the return-sign sequence modeled as a two-state (up/down) Markov chain: estimate the up->down and down->up flip probabilities ⚠ lag-1 Markov sign-transition entropy (structural) · forex-roadmap-mentioned (listed as an UNTESTED inventory item in the 🔎 FOREX-MENTIONED-ONLY (roadmap inventory, not evaluated)	`github.com/gregversteeg/NPEET (entropy estimator` MIT	DOI:10.3390/e23081046 git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#84	`empirical_cdf_fisher_rao_arclength` Fisher-Rao (square-root-density / SRVF) arc length of the path traced by the empirical distribution of returns when read as a curve on the unit sphere	`github.com/jdtuck/fdasrsf_python (fdasrsf)` BSD-3-Clause	arXiv:1103.3817 git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#85	`updown_magnitude_cumulative_js_divergence` Cumulative Jensen-Shannon divergence (Nguyen-Vreeken CJS) between the empirical distribution of \|return\| on up-bars and the empirical distribution of	`github.com/eda-rg/cjs (CISPA eda.rg 'cjs' refere` MIT	DOI:10.1007/978-3-319-23525-7_ git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#86	`interquote_count_fano_factor` Dispersion of the per-second (or per-bar-subinterval) quote counts relative to a Poisson process: variance-of-counts divided by mean-of-counts over th	elephant-org/elephant (elephant.statistics.fanofactor) BSD-3-Clause	DOI:10.3389/fncom.2020.569049 git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#87	`realized_semivariance_signed_ratio` Within-bar decomposition of realized variance into the part from up-ticks vs down-ticks of the mid: RS+ = sum of squared positive mid log-returns, RS-	bashtage/arch · cran.r-project.org/package=highfrequency (realized measures); (rSVar) NCSA (arch) / GPL-2.0-or-later (hi	DOI:10.1162/REST_a_00503 git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#88	`tickrule_run_length_entropy` Shannon entropy of the run-length distribution of consecutive same-direction tick-rule signs within the bar. Captures whether order flow comes in long ⚠ forex-roadmap-mentioned (listed as an UNTESTED inventory item in the May Gate extended-inventory; not yet evaluated — ve 🔎 FOREX-MENTIONED-ONLY (roadmap inventory, not evaluated)	raphaelvallat/antropy (entropy primitives); RLE via numpy BSD-3-Clause	arXiv:2003.05500 git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#89	`holden_effective_tick_clustering` Effective-tick (Holden/Goyenko-Holden-Trzcinka) clustering measure: from how often intra-bar prices land on coarse vs fine multiples of the symbol's m ⚠ needs symbol tick size (data constant); GPL bidask ref	eguidotti/bidask (bidask: EDGE + companion low-freq spread proxie GPL-3.0	DOI:10.1016/j.jfineco.2008.06. git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#90	`intrabar_path_straightness_index` The straightness (net-to-gross displacement) index of the intrabar mid-price path: net displacement (close - open in price, or Euclidean endpoint dist 🔎 CRYPTO-PRIOR: present in patterns/crypto lit-scan (provenance only; still forex-proposable	JimMcL/trajr (TrajStraightness) GPL-3.0	DOI:10.1016/j.jtbi.2004.03.016 git-anchor: absent @c803ef96e + @2d308f1c	crypto-prior
#91	`intrabar_path_total_absolute_turning` Sum of the absolute exterior turning angles at every interior vertex of the intrabar (time,price) tick polyline, normalized by total arc length (total	JimMcL/trajr · scipy/scipy (TrajAngles / turning angles); (vector algebra) GPL-3.0	DOI:10.1145/1090122.1090160 git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#92	`intrabar_gyration_tensor_asphericity` Form the 2x2 radius-of-gyration tensor of the intrabar point cloud {(t_i, p_i)} (tick mids, mean-centered, in normalized time-price coordinates), take	glotzerlab/freud · plumed/plumed2 (ClusterProperties gyration tensor); (GYRATION BSD-3-Clause	DOI:10.1063/1.1674820 git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#93	`intrabar_convex_hull_area_to_pathlength_ratio` Compute the convex hull of the intrabar (time,price) tick point cloud in normalized coordinates; report the dimensionless ratio hull_area / (path_arc_	scipy/scipy (scipy.spatial.ConvexHull / Qhull) BSD-3-Clause	DOI:10.3390/ijgi7010014 git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#94	`intrabar_normalized_levy_area` The Lévy area of the intrabar 2D path lift (e.g. (time, mid) or the (bid, ask) co-path), i.e. the signed area enclosed between the path and the chord ⚠ level-2 path-signature fixed depth (structural)	bottler/iisignature · datasig-ac-uk/RoughPy GPL-3.0	arXiv:1603.03788 git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#95	`intrabar_h0_total_persistence` Sublevel-set persistent homology (H0) of the intrabar mid-price function vs. time: sweep the price level upward, record birth (local minima) and death 🔎 CRYPTO-PRIOR: present in patterns/crypto lit-scan (provenance only; still forex-proposable	scikit-tda/ripser.py · giotto-ai/giotto-tda (CubicalPersistence/lower-star) MIT	arXiv:2311.01115 git-anchor: absent @c803ef96e + @2d308f1c	crypto-prior

Dropped this iteration (25)

Candidate	Drop reason
`intrabar_divider_fractal_dimension`	gate: not-parameterless
`refined_unbiased_distance_correlation_signedreturn_spread`	gate: forex-dup:bid_ask_intrabar_distance_correlat
`quadrant_count_ratio_mean_split_signedreturn_spread`	gate: not-parameterless
`cepstral_peak_prominence`	gate: not-parameterless
`micro_price_vs_mid_divergence`	gate: not-computable(PARTIAL)
`roll_serial_covariance_spread`	gate: forex-dup:edge_spread_bps (edge is an effici
`goh_barabasi_burstiness_coefficient`	gate: forex-dup:cv2_consecutive_intervals (b=(cv-1
`quote_lifetime_gini`	gate: forex-dup:gini_interquote_interval (same obj
`symbolic_transfer_asymmetry_lag1_signs`	gate: not-parameterless
`fisher_information_nongaussianity_gap`	gate: not-parameterless
`kendall_s_signs_serial_concordance`	gate: forex-dup:mann_kendall_s_z (mann-kendall is
`psd_spectral_spread_p2`	internal-dedup: 2nd spectral moment, partner of centroid (kept) — high redundancy
`psd_spectral_crest_factor`	internal-dedup: peak/rms ≈ inverse of spectral flatness (kept)
`psd_dominant_frequency_power_ratio`	internal-dedup: dominant-freq concentration ≈ flatness/crest
`spearman_footrule_signedreturn_spread`	dup-class: footrule already dropped iter-2; dominated by Kendall/Spearman
`hbkr_b_statistic_empcopula_bidpath_askpath`	internal-dedup: L2 empirical-copula independence ≈ hoeffding_phi_squared (kept)
`gini_gamma_cograduation_bidpath_askpath`	internal-dedup: monotone rank ≈ kendall (kept); keep gini_correlation_asymmetry instead
`sign_run_record_growth_moment`	near-dup vs iter-1 foster_stuart_records_d (record statistics)
`sign_string_bdm_complexity`	near-dup vs iter-1 lziv_complexity_signs + borderline (BDM block size/CTM base)
`updown_magnitude_energy_distance`	internal-dedup: same up-vs-down magnitude divergence as updown_magnitude_cumulative_js_divergence (kept)
`duration_index_of_dispersion`	internal-dedup: var/mean of durations ≈ interquote_count_fano_factor (kept)
`intrabar_path_isoperimetric_quotient`	internal-dedup: area-compactness ≈ intrabar_convex_hull_area_to_pathlength_ratio (kept)
`intrabar_birnbaum_saunders_shape_alpha`	cluster-mismatch: parametric distribution-shape fit, overlaps iter-1 L-moment/quantile shape family
`tickrule_price_impact_slope`	forex-prior: Kyle-lambda analog — kyle_lambda_proxy_q1000 IS a forex_bars column (data_types.rs:398)
`realized_amihud_per_quote`	forex-prior: Amihud illiquidity already in pipeline + evaluated (amihud_illiquidity / amihud_illiquidity_q1000, data_types.rs:264/369; iter#84-86 chronicles)