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업데이트됨 Quant Market Predictor v3 (No Signals)
Quant Market Predictor – Lite is a streamlined version of the full Quant Market Predictor model. This version focuses purely on market structure analysis and statistical forecasting, without generating trading signals.
The indicator combines multiple quantitative techniques commonly used in financial modeling to provide a clearer view of trend dynamics, volatility regimes, and short-term price projections.
It is designed for traders and analysts who want model-driven market context while making their own discretionary decisions.
Core Models
1. Kalman Filter Trend
A recursive Kalman filter smooths price data to estimate the underlying trend.
This approach reduces noise while remaining more responsive than traditional moving averages.
2. Adaptive AR(2) Price Model
An autoregressive model estimates short-term price momentum using recent price changes.
The coefficients adapt to volatility conditions to prevent overreaction during unstable markets.
3. GARCH-Inspired Volatility Model
A simplified volatility estimator tracks conditional variance similar to GARCH models.
This allows the indicator to identify high-volatility trend regimes and low-volatility consolidation regimes.
4. Multi-Bar Forecast
The AR model generates a short-term projection path for the next few bars.
The forecast gradually decays to reflect increasing uncertainty further into the future.
What the Lite Version Shows
• Kalman trend line (dynamic trend estimate)
• Volatility bands derived from conditional variance
• Regime background highlighting trend vs. consolidation environments
• Short-term statistical forecast path
• Information table displaying model diagnostics
Important
This Lite version does not produce buy or sell signals.
It is intended as an analytical tool to help interpret market conditions rather than a complete trading system.
Typical Use Cases
• Understanding whether the market is in a trend or mean-reversion regime
• Visualizing volatility expansion and contraction
• Viewing a probabilistic short-term forecast path
• Supporting discretionary trading decisions
The indicator combines multiple quantitative techniques commonly used in financial modeling to provide a clearer view of trend dynamics, volatility regimes, and short-term price projections.
It is designed for traders and analysts who want model-driven market context while making their own discretionary decisions.
Core Models
1. Kalman Filter Trend
A recursive Kalman filter smooths price data to estimate the underlying trend.
This approach reduces noise while remaining more responsive than traditional moving averages.
2. Adaptive AR(2) Price Model
An autoregressive model estimates short-term price momentum using recent price changes.
The coefficients adapt to volatility conditions to prevent overreaction during unstable markets.
3. GARCH-Inspired Volatility Model
A simplified volatility estimator tracks conditional variance similar to GARCH models.
This allows the indicator to identify high-volatility trend regimes and low-volatility consolidation regimes.
4. Multi-Bar Forecast
The AR model generates a short-term projection path for the next few bars.
The forecast gradually decays to reflect increasing uncertainty further into the future.
What the Lite Version Shows
• Kalman trend line (dynamic trend estimate)
• Volatility bands derived from conditional variance
• Regime background highlighting trend vs. consolidation environments
• Short-term statistical forecast path
• Information table displaying model diagnostics
Important
This Lite version does not produce buy or sell signals.
It is intended as an analytical tool to help interpret market conditions rather than a complete trading system.
Typical Use Cases
• Understanding whether the market is in a trend or mean-reversion regime
• Visualizing volatility expansion and contraction
• Viewing a probabilistic short-term forecast path
• Supporting discretionary trading decisions
릴리즈 노트
Update오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.
오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.