โ campaign index ยท all candidates
6 novel ยท 0 crypto-prior ยท 0 excluded. Each row links its FOSS implementation + license + paper. Empirical orthogonality deferred.
| # | Candidate | FOSS implementation @ license | Paper ยท provenance | Coverage |
|---|---|---|---|---|
| #47 | local_variation_lvMean of 3(ฯ_i โ ฯ_{i+1})ยฒ / (ฯ_i + ฯ_{i+1})ยฒ over consecutive inter-quote intervals โ a rate-robust local irregularity index where Poisson timing give |
NeuralEnsemble/elephant BSD-3-Clause (Modified BSD) |
DOI:10.1162/089976603322518759 git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |
| #48 | cv2_consecutive_intervalsMean of 2|ฯ_{i+1} โ ฯ_i| / (ฯ_{i+1} + ฯ_i) over consecutive inter-quote intervals โ a firing-rate-robust local timing-variability index (Poisson = 1). |
NeuralEnsemble/elephant BSD-3-Clause (Modified BSD) |
DOI:10.1152/jn.1996.75.5.1806 git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |
| #49 | gini_interquote_intervalGini concentration coefficient of the within-bar inter-quote interval lengths โ measures how unequally arrival gaps are distributed (Poisson/exponenti |
AndriSignorell/DescTools GPL-2.0-or-later (DescTools); triv |
arXiv:physics/0701008 git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |
| #86 | interquote_count_fano_factorDispersion 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 |
| #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)ยทฮฃ (dแตข/dฬ)ยทln(dแตข/dฬ), w โ GE(1) order ฮฑ fixed at 1 (structural); dense duration-inequality family โ |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 |
| #120 | pietra_hoover_index_interquote_durationsThe Pietra index (a.k.a. Hoover / Schutz / Robin-Hood index) of the intra-bar inter-quote interval durations: the maximum vertical gap between the Lor โ L1 max-Lorenz-gap (=ยฝ relative MAD); distinct interior ranking from the Gini/Theil duration items โ confirm orthogonalit |
numpy/numpy BSD-3-Clause |
DOI:10.1016/j.csda.2020.106974 git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |