Skills in this repository

quantskills/skill-quant-factor-directional-alpha - Page 4

SkillsMP has collected 297 skills from quantskills/skill-quant-factor-directional-alpha. Open a skill to review its source and details.

quantskills/skill-quant-factor-directional-alpha

skill

occupation

description

updated

quant-real-factor-7d-delta-trend-efficiency

Data Scientists

Use when computing the 7D Delta Trend Efficiency factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

quant-real-factor-7d-smoothed-return-momentum

Data Scientists

Use when computing the 7D Smoothed Return Momentum factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

quant-real-factor-7d-smoothed-skip-period-momentum

Data Scientists

Use when computing the 7D Smoothed Skip-Period Momentum factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

quant-real-factor-7d-smoothed-return-reversal

Data Scientists

Use when computing the 7D Smoothed Return Reversal factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

quant-real-factor-7d-smoothed-sma-gap

Data Scientists

Use when computing the 7D Smoothed SMA Gap factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

quant-real-factor-7d-smoothed-ema-gap

Data Scientists

Use when computing the 7D Smoothed EMA Gap factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

quant-real-factor-7d-smoothed-dual-ema-gap

Data Scientists

Use when computing the 7D Smoothed Dual EMA Gap factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

quant-real-factor-7d-smoothed-sma-slope

Data Scientists

Use when computing the 7D Smoothed SMA Slope factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

quant-real-factor-7d-smoothed-range-position

Data Scientists

Use when computing the 7D Smoothed Range Position factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

quant-real-factor-7d-smoothed-upper-breakout

Data Scientists

Use when computing the 7D Smoothed Upper Breakout factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

quant-real-factor-7d-smoothed-lower-breakdown

Data Scientists

Use when computing the 7D Smoothed Lower Breakdown factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

quant-real-factor-7d-smoothed-risk-adjusted-trend

Data Scientists

Use when computing the 7D Smoothed Risk-Adjusted Trend factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

quant-real-factor-7d-smoothed-trend-efficiency

Data Scientists

Use when computing the 7D Smoothed Trend Efficiency factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

quant-real-factor-7d-time-series-ranked-return-momentum

Data Scientists

Use when computing the 7D Time-Series Ranked Return Momentum factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

quant-real-factor-7d-time-series-ranked-skip-period-momentum

Data Scientists

Use when computing the 7D Time-Series Ranked Skip-Period Momentum factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

quant-real-factor-7d-time-series-ranked-return-reversal

Data Scientists

Use when computing the 7D Time-Series Ranked Return Reversal factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

quant-real-factor-7d-time-series-ranked-sma-gap

Data Scientists

Use when computing the 7D Time-Series Ranked SMA Gap factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

quant-real-factor-7d-time-series-ranked-ema-gap

Data Scientists

Use when computing the 7D Time-Series Ranked EMA Gap factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

quant-real-factor-7d-time-series-ranked-dual-ema-gap

Data Scientists

Use when computing the 7D Time-Series Ranked Dual EMA Gap factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

quant-real-factor-7d-time-series-ranked-sma-slope

Data Scientists

Use when computing the 7D Time-Series Ranked SMA Slope factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

quant-real-factor-7d-time-series-ranked-range-position

Data Scientists

Use when computing the 7D Time-Series Ranked Range Position factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

quant-real-factor-7d-time-series-ranked-upper-breakout

Data Scientists

Use when computing the 7D Time-Series Ranked Upper Breakout factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

quant-real-factor-7d-time-series-ranked-lower-breakdown

Data Scientists

Use when computing the 7D Time-Series Ranked Lower Breakdown factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

quant-real-factor-7d-time-series-ranked-risk-adjusted-trend

Data Scientists

Use when computing the 7D Time-Series Ranked Risk-Adjusted Trend factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

quant-real-factor-7d-time-series-ranked-trend-efficiency

Data Scientists

Use when computing the 7D Time-Series Ranked Trend Efficiency factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

quant-real-factor-7d-volatility-scaled-return-momentum

Data Scientists

Use when computing the 7D Volatility Scaled Return Momentum factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

quant-real-factor-7d-volatility-scaled-skip-period-momentum

Data Scientists

Use when computing the 7D Volatility Scaled Skip-Period Momentum factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

quant-real-factor-7d-volatility-scaled-return-reversal

Data Scientists

Use when computing the 7D Volatility Scaled Return Reversal factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

quant-real-factor-7d-volatility-scaled-sma-gap

Data Scientists

Use when computing the 7D Volatility Scaled SMA Gap factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

quant-real-factor-7d-volatility-scaled-ema-gap

Data Scientists

Use when computing the 7D Volatility Scaled EMA Gap factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

quant-real-factor-7d-volatility-scaled-dual-ema-gap

Data Scientists

Use when computing the 7D Volatility Scaled Dual EMA Gap factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

quant-real-factor-7d-volatility-scaled-sma-slope

Data Scientists

Use when computing the 7D Volatility Scaled SMA Slope factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

quant-real-factor-7d-volatility-scaled-range-position

Data Scientists

Use when computing the 7D Volatility Scaled Range Position factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

quant-real-factor-7d-volatility-scaled-upper-breakout

Data Scientists

Use when computing the 7D Volatility Scaled Upper Breakout factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

quant-real-factor-7d-volatility-scaled-lower-breakdown

Data Scientists

Use when computing the 7D Volatility Scaled Lower Breakdown factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

quant-real-factor-7d-volatility-scaled-risk-adjusted-trend

Data Scientists

Use when computing the 7D Volatility Scaled Risk-Adjusted Trend factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

quant-real-factor-7d-volatility-scaled-trend-efficiency

Data Scientists

Use when computing the 7D Volatility Scaled Trend Efficiency factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

quant-real-factor-7d-stability-scaled-return-momentum

Data Scientists

Use when computing the 7D Stability Scaled Return Momentum factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

quant-real-factor-7d-stability-scaled-skip-period-momentum

Data Scientists

Use when computing the 7D Stability Scaled Skip-Period Momentum factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

quant-real-factor-7d-stability-scaled-return-reversal

Data Scientists

Use when computing the 7D Stability Scaled Return Reversal factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

2026-06-11

Showing 40 of 297 collected skills.