β campaign index Β· all candidates
7 novel Β· 0 crypto-prior Β· 1 excluded. Each row links its FOSS implementation + license + paper. Empirical orthogonality deferred.
| # | Candidate | FOSS implementation @ license | Paper Β· provenance | Coverage |
|---|---|---|---|---|
| #31 | trading_polarityNet buy-vs-sell trade-count imbalance within the bar, signed and bounded in [-1,+1], using counts of buyer- and seller-initiated ticks rather than the β forex-roadmap-mentioned (listed as an UNTESTED inventory item in the May Gate extended-inventory; not yet evaluated β ve π FOREX-MENTIONED-ONLY (roadmap inventory, not evaluated) |
reimplement from paper n/a |
DOI:10.3390/e22080897 git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |
| #32 | quote_revision_direction_asymmetryImbalance between the count of upward and downward revisions of the best-bid (and symmetrically best-ask) quote across the intra-bar quote stream β ca π FOREX-COVERED: evaluated on forex_bars in the 2026-05-26/27 Gate campaign |
reimplement from paper n/a |
DOI:10.1093/rfs/10.4.1035 git-anchor: absent @c803ef96e + @2d308f1c |
β forex-dup |
| #33 | quote_to_trade_ratioRatio of the number of quote updates to the number of executed trades within the bar β quoting intensity relative to execution, a market-quality/HFT-a β β OUT-OF-SCOPE (G5): quote-only substrate, no trades/volume |
reimplement from paper n/a |
DOI:10.1016/j.jbankfin.2014.09 git-anchor: absent @c803ef96e + @2d308f1c |
β out-of-scope (G5) |
| #34 | buy_sell_duration_asymmetryAsymmetry between mean inter-trade waiting times following buyer-initiated ticks versus seller-initiated ticks within the bar β a signed-time intrinsi β β OUT-OF-SCOPE (G5): quote-only substrate, no trades/volume |
reimplement from paper n/a |
arXiv:physics/0608273 git-anchor: absent @c803ef96e + @2d308f1c |
β out-of-scope (G5) |
| #35 | signed_volume_gini_concentrationGini concentration of per-tick signed-volume contributions within the bar β measures whether directional order flow is dispersed across many ticks or β β OUT-OF-SCOPE (G5): quote-only substrate, no trades/volume |
reimplement from paper n/a |
DOI:10.3390/jrfm17080325 git-anchor: absent @c803ef96e + @2d308f1c |
β out-of-scope (G5) |
| #36 | tick_rule_effective_spread_capture_ratioMean signed (price - mid) over the bar's ticks expressed as a fraction of the mean half-spread β a parameter-free proxy for how much of the quoted spr β β OUT-OF-SCOPE (G5): quote-only substrate, no trades/volume |
mgao6767/frds MIT (unverified β github/pypi fetc |
DOI:10.1111/j.1540-6261.1991.t git-anchor: absent @c803ef96e + @2d308f1c |
β out-of-scope (G5) |
| #88 | tickrule_run_length_entropyShannon entropy of the run-length distribution of consecutive same-direction tick-rule signs within the bar. Captures whether order flow comes in long β forex-roadmap-mentioned (listed as an UNTESTED inventory item in the May Gate extended-inventory; not yet evaluated β ve π 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 |
| #111 | spread_increment_sign_reversal_ratePer-bar fraction of consecutive intra-bar spread increments that reverse direction. Build the per-tick spread s_t = ask_t - bid_t, take first differen |
github.com/blue-yonder/tsfresh (number_crossing_MIT |
DOI:10.1111/j.1540-6261.1984.t git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |