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Kurtosis Model

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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)
Nota Keluaran
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)
Nota Keluaran
FEATURE UPDATE:
  • Added simple training based on Neural Network principals
  • Added backtesting (uses lookback window for its sample length)
Nota Keluaran
Improvement:

  • Added 90 & 120 Bar lookback windows.

Penafian

Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.