Candidate Registry

cohort ledger · 98 in the queue · 12 shipped ⌘K ledger 5d4786f7
ID ▲▼Candidate ▲▼Family ▲▼Stage ▲▼Priority ▲▼D·K·Q·N ▲▼Computable ▲▼Kernel ▲▼Redundancy ▲▼Axis-O ▲▼Confidence ▲▼Next gate ▲▼
cand-0001L-skewness (tau3 = L3/L2, Hosking sample L-moment ratio)l_momentspending5DKQNcomputableavailableverdictWATCHlowNone — all preconditions met
cand-0003Coefficient of L-variation (tau2 = L2/L1, L-scale ratio / L-CV)l_momentspending3DKQNunknownavailableverdictWATCHlowData
cand-0004EDGE efficient discrete generalized effective-spread estimatormicrostructure_spreadpending5DKQNunknownavailableverdictBANhighData
cand-0005Roll implied effective spread (2 sqrt of negative serial covariance of price changes)microstructure_spreadpending5DKQNunknownavailableverdictBANhighData
cand-0006Corwin-Schultz high-low bid-ask spread estimatormicrostructure_spreadpending5DKQNunknownavailableverdictBANhighData
cand-0007Abdi-Ranaldo CHL close-high-low spread estimatormicrostructure_spreadpending5DKQNunknownavailableverdictBANhighData
cand-0008Arcsine occupation fraction above mean (positive sojourn fraction)occupation_arcsinepending3DKQNunknownavailableverdictPENDINGlowData
cand-0009Arcsine time-of-maximum fraction (argmax position)occupation_arcsinepending3DKQNunknownavailableverdictWATCHlowData
cand-0010Longest excursion above mean (maximal positive sign-streak)occupation_arcsinepending3DKQNunknownavailableverdictWATCHlowData
cand-0011Parkinson high-low range volatilityrange_volatilitypending5DKQNunknownavailableverdictBANhighData
cand-0012Rogers-Satchell drift-independent OHLC volatilityrange_volatilitypending6DKQNunknownavailabledeferredhighData
cand-0013Garman-Klass OHLC volatilityrange_volatilitypending3DKQNunknownabsentnevermediumData
cand-0014Mann-Kendall S statistic (sum of pairwise sign concordances over the bar series)rank_randomnesspending4DKQNunknownavailabledeferredlowData
cand-0015Kendall's tau-b rank-vs-time correlation (normalised concordance of bar values against index order)rank_randomnesspending2DKQNunknownabsentneverlowData
cand-0016Wald-Wolfowitz runs-count statistic over the bar's up/down sign sequencerank_randomnesspending2DKQNunknownabsentneverlowData
cand-0017Spectral flatness (Wiener entropy) of the bar periodogramspectral_shapepending4DKQNunknownavailabledeferredlowData
cand-0018Spectral centroid (frequency center-of-mass) of the bar periodogramspectral_shapepending4DKQNunknownavailabledeferredlowData
cand-0019Zero-crossing rate of the de-meaned bar return seriesspectral_shapepending2DKQNunknownabsentneverlowData
cand-0020Spectral spread (second central spectral moment, p=2) of the bar periodogramspectral_shapepending2DKQNunknownabsentneverlowData
cand-0021Directed HVG in/out-degree KLD irreversibility (Lacasa visibility-graph)time_irreversibilitypending4DKQNunknownavailabledeferredlowData
cand-0022Guzik's Index of Poincare-plot heart-rate asymmetry (line-of-identity distance ratio)time_irreversibilitypending4DKQNunknownavailabledeferredlowData
cand-0023Porta's Index of acceleration/deceleration point-count asymmetry (fraction below line of identity)time_irreversibilitypending4DKQNunknownavailabledeferredlowData
cand-0024Natural Visibility Graph mean degreevisibility_graphpending2DKQNunknownabsentneverlowData
cand-0025Natural Visibility Graph global clustering coefficient (transitivity)visibility_graphpending2DKQNunknownabsentneverlowData
cand-0026Horizontal Visibility Graph degree assortativity coefficientvisibility_graphpending4DKQNunknownavailabledeferredlowData
cand-0027Bowley quartile skewness coefficientdistributional_shapepending5DKQNunknownavailabledeferredmediumData
cand-0028Moors octile kurtosis coefficientdistributional_shapepending7DKQNcomputableavailabledeferredmediumNone — all preconditions met
cand-0029Pearson second (median) skewness coefficientdistributional_shapepending3DKQNunknownabsentnevermediumData
cand-0030Relative MAD-to-sigma robustness ratiodistributional_shapepending2DKQNunknownabsentneverlowData
cand-0031Kyle lambda price-impact OLS slope (returns on signed dollar volume)order_flowpending4DKQNunknownabsentneverhighData
cand-0032Amihud ILLIQ kernel (absolute bar return over bar dollar volume)order_flowpending4DKQNunknownabsentneverhighData
cand-0033Tick-rule signed-volume order-flow imbalance ratio (net signed volume over total volume)order_flowpending4DKQNunknownabsentneverhighData
cand-0034Whole-bar Kaufman fractal-efficiency ratio (net-change over total-variation)path_geometrypending4DKQNunknownabsentneverhighData
cand-0035Intrabar total variation (absolute sum of consecutive price changes / L1 path arc length)path_geometrypending2DKQNunknownabsentneverlowData
cand-0036Maximum intrabar drawdown (peak-to-trough fractional decline over the bar price path)path_geometrypending3DKQNunknownabsentnevermediumData
cand-0037Durbin-Watson lag-1 serial-dependence statistic (open-anchored bar return series)serial_dependencepending3DKQNunknownabsentnevermediumData
cand-0038spectral_skewness_3rd_standardised_momentspectral_higherpending2DKQNunknownabsentneverlowData
cand-0039spectral_kurtosis_4th_standardised_momentspectral_higherpending2DKQNunknownabsentneverlowData
cand-0040spectral_crest_factor_max_over_mean_psdspectral_higherpending2DKQNunknownabsentneverlowData
cand-0041spectral_slope_fullband_ols_tiltspectral_higherpending2DKQNunknownabsentneverlowData
cand-0042spectral_entropy_shannon_over_psd_binsspectral_higherpending3DKQNunknownabsentnevermediumData
cand-0043sublevel_persistence_entropy_h0tda_sublevelsetpending2DKQNunknownabsentneverlowData
cand-0044sublevel_total_persistence_h0tda_sublevelsetpending2DKQNunknownabsentneverlowData
cand-0045sublevel_persistence_l2_norm_h0tda_sublevelsetpending3DKQNunknownabsentnevermediumData
cand-0046hvg_mean_degreevisibility_graph_extpending3DKQNunknownabsentnevermediumData
cand-0047hvg_global_clustering_transitivityvisibility_graph_extpending3DKQNunknownabsentnevermediumData
cand-0048nvg_degree_assortativityvisibility_graph_extpending3DKQNunknownabsentnevermediumData
cand-0049nvg_degree_heterogeneity_dispersionvisibility_graph_extpending3DKQNunknownabsentnevermediumData
cand-0050hvg_mean_local_clusteringvisibility_graph_extpending2DKQNunknownabsentneverlowData
cand-0051Maximum bar lifetime of the sublevel-set H0 persistence diagram (diagram amplitude)tda_sublevelsetpending2DKQNunknownabsentneverlowData
cand-0052Kelly skewness coefficient (octile-based, robust)distributional_shapepending3DKQNunknownabsentnevermediumData
cand-0053Pearson mode skewness coefficientdistributional_shapepending2DKQNunknownabsentneverlowData
cand-0054Forhad-Shorna coefficient of rank skewnessdistributional_shapepending2DKQNunknownabsentneverlowData
cand-0055Hogg's robust kurtosis coefficient (tail-weight)distributional_shapepending3DKQNunknownabsentnevermediumData
cand-0056Crow-Siddiqui robust kurtosis coefficientdistributional_shapepending3DKQNunknownabsentnevermediumData
cand-0057Schmid-Trede measure of peakedness Pdistributional_shapepending3DKQNunknownabsentnevermediumData
cand-0058Studentized range (range over standard deviation)dispersionpending2DKQNunknownabsentneverlowData
cand-0059Shamos robust scale estimator (median pairwise absolute difference)dispersionpending2DKQNunknownabsentneverlowData
cand-0060Standard quantile absolute deviation (Akinshin)dispersionpending2DKQNunknownabsentneverlowData
cand-0061Quartile coefficient of dispersion (IQR over midhinge)dispersionpending2DKQNunknownabsentneverlowData
cand-0062Chatterjee xi rank correlation (lag-1 serial dependence)dependence_randomnesspending3DKQNunknownabsentnevermediumData
cand-0063Distance correlation (lag-1 nonlinear serial dependence)dependence_randomnesspending3DKQNunknownabsentnevermediumData
cand-0064Sevcik fractal dimension (knobless waveform FD)fractal_energypending2DKQNunknownabsentneverlowData
cand-0065Mean Teager-Kaiser energy operator of the bar pathfractal_energypending2DKQNunknownabsentneverlowData
cand-0066Realized skewness (standardized third realized moment, Amaya et al. 2015)realized_measurespending4DKQNunknownabsentneverhighData
cand-0067Realized bipower variation (jump-robust quadratic variation)realized_measurespending4DKQNunknownabsentneverhighData
cand-0068Realized semivariance asymmetry ratio (upside vs downside RV)realized_measurespending4DKQNunknownabsentneverhighData
cand-0069Signed jump variation (Patton-Sheppard good-minus-bad RV)realized_measurespending4DKQNunknownabsentneverhighData
cand-0070Realized kurtosis of intrabar returns (fourth-power variation over RV squared)realized_measurespending4DKQNunknownabsentneverhighData
cand-0071Hui-Heubel single-bar relative-range liquidity ratioliquidity_ratiospending3DKQNunknownabsentnevermediumData
cand-0072Realized quarticity ((N/3) sum r^4, integrated-quarticity estimator)realized_measures_extpending4DKQNunknownabsentneverhighData
cand-0073Tripower quarticity (jump-robust integrated quarticity)realized_measures_extpending4DKQNunknownabsentneverhighData
cand-0074Relative jump fraction ((RV minus bipower) over RV)realized_measures_extpending4DKQNunknownabsentneverhighData
cand-0075Peak (dominant) frequency of the bar periodogramspectral_peakpending2DKQNunknownabsentneverlowData
cand-0076Median (50% spectral-edge) frequency of the bar periodogramspectral_peakpending2DKQNunknownabsentneverlowData
cand-0077Theil-Sen robust slope of value vs time indextrend_estimatorspending3DKQNunknownabsentnevermediumData
cand-0078Spearman rank correlation of value vs time index (Hotelling-Pabst trend)trend_estimatorspending2DKQNunknownabsentneverlowData
cand-0079Herfindahl-Hirschman index of intrabar trade-volume sharesvolume_concentrationpending2DKQNunknownabsentneverlowData
cand-0080Gini coefficient of intrabar trade volumesvolume_concentrationpending2DKQNunknownabsentneverlowData
cand-0081Shannon entropy of intrabar trade-volume sharesvolume_concentrationpending2DKQNunknownabsentneverlowData
cand-0082Close-to-VWAP relative deviation (single-bar)volume_concentrationpending4DKQNunknownabsentneverhighData
cand-0083First cepstral coefficient C0 (log geometric-mean magnitude)cepstral_shapepending2DKQNunknownabsentneverlowData
cand-0084Quefrency centroid of the real cepstrumcepstral_shapepending2DKQNunknownabsentneverlowData
cand-0085Ulcer index (RMS drawdown) of the intrabar pathdrawdown_shapepending3DKQNunknownabsentnevermediumData
cand-0086Close Location Value (Chaikin money-flow multiplier)intrabar_locationpending2DKQNunknownabsentneverData
cand-0087Range-position of the bar mean within the high-low rangeintrabar_locationpending3DKQNunknownabsentnevermediumData
cand-0088Kac mean-crossing rate of the price pathintrabar_locationpending2DKQNunknownabsentneverlowData
cand-0089Price-volume distance correlation (|return| vs trade volume, contemporaneous)price_volume_comovementpending2DKQNunknownabsentneverlowData
cand-0090Price-volume Chatterjee xi (|return| to volume, asymmetric dependence)price_volume_comovementpending2DKQNunknownabsentneverlowData
cand-0091Price-volume Spearman rank dependence (|return| vs trade volume)price_volume_comovementpending2DKQNunknownabsentneverlowData
cand-0092Binary Shannon entropy of return signssign_informationpending2DKQNunknownabsentneverlowData
cand-0094Hossain-Adnan robust skewness coefficientdistributional_shapepending2DKQNunknownabsentneverData
cand-0095Reza-Ma robust kurtosis coefficientdistributional_shapepending2DKQNunknownabsentneverData
cand-0096Robust coefficient of variation (MAD over median)dispersionpending2DKQNunknownabsentneverlowData
cand-0097Coefficient of range (range over midrange)dispersionpending2DKQNunknownabsentneverData
cand-0098Mean central second difference of the price path (intrabar curvature)curvaturepending2DKQNunknownabsentneverlowData
cand-0099Omega ratio at zero threshold (gain-loss probability ratio)return_ratiospending4DKQNunknownabsentneverhighData
cand-0100Fraction of intrabar time above the open priceoccupation_arcsinepending2DKQNunknownabsentneverlowData
cand-0002L-kurtosis (tau4 = L4/L2, Hosking sample L-moment ratio) · bar_l_kurtosis_tau4l_momentspromoted4DKQNcomputableabsentneverPASSlowKernel
cand-0093Groeneveld-Meeden range skewness coefficient · bar_groeneveld_meeden_b3_skewnessdistributional_shapepromoted2DKQNunknownabsentneverPASSlowData
cand-0101Dispersion Entropy · bar_dispersion_entropyembedding_entropypromoted2DKQNunknownabsentneverPASSData
cand-0102CECP velocity / trajectory · bar_cecp_velocityordinalpromoted2DKQNunknownabsentneverPASSData
cand-0103Petrosian fractal dimension · bar_petrosian_fdfractal_dimpromoted2DKQNunknownabsentneverPASSData
cand-0104Katz fractal dimension · bar_katz_fdfractal_dimpromoted2DKQNunknownabsentneverPASSData
cand-0105Bartels rank von-Neumann ratio · bar_bartels_rank_vn_ratioserial_randomnesspromoted2DKQNunknownabsentneverPASSData
cand-0106Categorical recurrence rate (RQA) · bar_categorical_recurrence_raterecurrencepromoted2DKQNunknownabsentneverPASSData
cand-0107Cox-Stuart trend sign test z · bar_cox_stuart_trend_zserial_randomnesspromoted4DKQNcomputableabsentneverPASSKernel
cand-0108Ehlers increment asymmetry · bar_ehlers_increment_asymmetrydistributional_shapepromoted4DKQNcomputableabsentneverPASSKernel
cand-0109Ramsey-Rothman bicovariance (time-irreversibility, lag-1) · bar_ramsey_rothman_bicov_lag1time_irreversibilitypromoted2DKQNunknownabsentneverPASSData
cand-0110Sign-Markov cyclic current · bar_sign_markov_fluxserial_structurepromoted2DKQNunknownabsentneverPASSData
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