β campaign index Β· telemetry
| # | Candidate | FOSS implementation @ license | Paper Β· provenance | Coverage |
|---|---|---|---|---|
| #112 | theil_t_index_interquote_durationsTheil's T entropy inequality index (generalized-entropy GE(1)) computed on the set of intra-bar interquote durations: T = (1/n)Β·Ξ£ (dα΅’/dΜ)Β·ln(dα΅’/dΜ), w β GE(1) order Ξ± fixed at 1 (structural); dense duration-inequality family β |r| screen vs interval_entropy_dispersion_coef |
pysal/inequality (class inequality.theil.Theil) BSD-3-Clause |
DOI:10.1007/978-0-387-72796-7_ git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |
| #113 | ramsey_rothman_bicovariance_gamma21_lag1_midlogretRamseyβRothman symmetric-bicovariance time-reversal-asymmetry statistic at lag 1 on the zero-mean mid log-return series: Ξ³β,β = E[YβΒ²Β·Yβββ] β E[YβΒ·Yββ β lag-1 + orders (2,1) structural; use the ΟΒ³-normalized point estimate, NOT the p-value test form (which needs a finite 6 |
MZanin/irreversibility (Zanin 2025; PMC12650947) MIT (unverified β confirm on repo; |
DOI:10.2307/2077963 git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |
| Candidate | Drop reason |
|---|---|
intrabar_analytic_envelope_coeff_of_variation | gate: forex-dup/dedup |
intrabar_mean_instantaneous_frequency_phase_derivative | gate: forex-dup/dedup |
intrabar_instantaneous_frequency_dispersion | gate: forex-dup/dedup |
intrabar_phase_increment_sign_reversal_rate | gate: forex-dup/dedup |
intrabar_analytic_winding_number | gate: forex-dup/dedup |
intrabar_spectral_centroid_via_hilbert | gate: forex-dup/dedup |
intrabar_emd_hilbert_marginal_frequency | gate: not-parameterless |
sign_pair_lag1_mutual_information_2x2 | gate: forex-dup/dedup |
pietra_hoover_index_interquote_durations | gate: forex-dup/dedup |
atkinson_index_interquote_durations | gate: not-parameterless |
kendall_w_concordance_ohlc_rank_profiles | gate: forex-dup/dedup |
expectile_at_median_asymmetry | gate: not-parameterless |
ohlc_ordinal_transition_topological_entropy | gate: forex-dup/dedup |
categorical_cross_recurrence_rate_lag0_tickrule_vs_quoterevision | gate: forex-dup/dedup |
categorical_cross_recurrence_rate_lag0_bidsign_vs_asksign | gate: forex-dup/dedup |
categorical_joint_recurrence_rate_bidsign_asksign | gate: forex-dup/dedup |
symbolic_coincidence_synchronization_rate_bidsign_asksign | gate: forex-dup/dedup |
categorical_conditional_recurrence_asymmetry_bidsign_asksign | gate: not-parameterless |
two_sequence_mutual_recurrence_bidsign_asksign | gate: not-parameterless |