OPEN-SOURCE SCRIPT
Updated Kurtosis Model
Computes then models excess kurtosis tailedness expressed as a gaussian curve; additionally models a simple projection for acceleration & deceleration of the kurtosis and a decimal value derived from the distribution moment.
Options:
Options:
- Lookback Window: 30/60D - Select between a 30 or 60 Day lookback window to calculate the curve
- Curve Resolution: Expressed as an integer; adjusts the visual pixel resolution of the curve.
- Enable/Disable Lower Band: Realized by Bernoulli Distribution; expressed as dotted line (customizable)
Release Notes
Computes then models excess kurtosis tailedness expressed as a gaussian curve; additionally models a simple projection for acceleration & deceleration of the kurtosis and a decimal value derived from the distribution moment.Options:
- Lookback Window: 30/60D - Select between a 30 or 60 Day lookback window to calculate the curve
- Curve Resolution: Expressed as an integer; adjusts the visual pixel resolution of the curve.
- Enable/Disable Lower Band: Realized by Bernoulli Distribution; expressed as dotted line (customizable)
Release Notes
FEATURE UPDATE:- Added simple training based on Neural Network principals
- Added backtesting (uses lookback window for its sample length)
Release Notes
Improvement: - Added 90 & 120 Bar lookback windows.
Open-source script
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Open-source script
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.