OPEN-SOURCE SCRIPT
已更新

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

  • Added 90 & 120 Bar lookback windows.

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