โ campaign index ยท all candidates
4 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 |
|---|---|---|---|---|
| #114 | intrabar_positive_occupation_fraction_above_open_us_weightedMicrosecond-weighted fraction of intra-bar time the mid (or bid/ask) path spends STRICTLY ABOVE the bar's opening mid. This is Lรฉvy's first arcsine la โ โabove openโ is a fixed structural reference (parameterless-by-convention), not a tuned level. |
scipy/scipy (scipy.stats.arcsine for the null CDF; numpy for BSD-3-Clause |
arXiv:1706.01675 git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |
| #115 | intrabar_time_weighted_occupation_above_twapFraction of the bar's wall-clock duration that the mid-price spends strictly above the bar's own time-weighted average price (TWAP), computed by integ โ Centered (above own TWAP) companion to the above-open occupation; check mutual Spearman vs above-open tomorrow. |
scipy/scipy BSD-3-Clause |
arXiv:1712.00795 git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |
| #116 | intrabar_normalized_time_of_maximumNormalized timestamp of the intra-bar HIGH: (t_argmax(high) - t_start)/duration, in [0,1]. Lรฉvy's third arcsine law functional. Encodes WHEN the extre |
numpy/numpy (argmax + normalization) BSD-3-Clause |
arXiv:1706.01675 git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |
| #117 | intrabar_signed_normalized_time_lead_of_high_over_lowSigned temporal lead of the extremes: (t_argmax(high) - t_argmin(low))/duration, in [-1,1]. Positive => the high occurred AFTER the low (down-then-up โ claim narrowed to the |ฮT| magnitude (sign = #46) โ Its SIGN duplicates intrabar_extreme_order_sign; only the |ฮT| MAGNITUDE (temporal separation of the extremes) is the no |
numpy/numpy BSD-3-Clause |
arXiv:1706.01675 git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |