quantskills/skill-quant-factor-risk-pattern-alpha

quant-factor-risk-pattern-alpha

Use when an agent needs a verified library of OHLCV risk-state and chart-pattern alpha factor Skills for volatility, K-line shape, shock, drawdown, and pressure analysis.

quant-real-factor-5d-z-scored-rsi-strength

Use when computing the 5D Z-Scored RSI Strength factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

quant-real-factor-5d-z-scored-rsi-reversal

Use when computing the 5D Z-Scored RSI Reversal factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

quant-real-factor-5d-z-scored-stochastic-position

Use when computing the 5D Z-Scored Stochastic Position factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

quant-real-factor-5d-z-scored-atr-ratio

Use when computing the 5D Z-Scored ATR Ratio factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

quant-real-factor-5d-z-scored-range-ratio

Use when computing the 5D Z-Scored Range Ratio factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

quant-real-factor-5d-z-scored-realized-volatility

Use when computing the 5D Z-Scored Realized Volatility factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

quant-real-factor-5d-z-scored-downside-volatility

Use when computing the 5D Z-Scored Downside Volatility factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

quant-real-factor-5d-z-scored-gap-sum

Use when computing the 5D Z-Scored Gap Sum factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

quant-real-factor-5d-z-scored-intraday-return

Use when computing the 5D Z-Scored Intraday Return factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

quant-real-factor-5d-z-scored-upper-wick-pressure

Use when computing the 5D Z-Scored Upper Wick Pressure factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

quant-real-factor-5d-z-scored-lower-wick-support

Use when computing the 5D Z-Scored Lower Wick Support factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

quant-real-factor-5d-z-scored-drawdown-from-high

Use when computing the 5D Z-Scored Drawdown From High factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

quant-real-factor-5d-delta-rsi-strength

Use when computing the 5D Delta RSI Strength factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

quant-real-factor-5d-delta-rsi-reversal

Use when computing the 5D Delta RSI Reversal factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

quant-real-factor-5d-delta-stochastic-position

Use when computing the 5D Delta Stochastic Position factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

quant-real-factor-5d-delta-atr-ratio

Use when computing the 5D Delta ATR Ratio factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

quant-real-factor-5d-delta-range-ratio

Use when computing the 5D Delta Range Ratio factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

quant-real-factor-5d-delta-realized-volatility

Use when computing the 5D Delta Realized Volatility factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

quant-real-factor-5d-delta-downside-volatility

Use when computing the 5D Delta Downside Volatility factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

quant-real-factor-5d-delta-gap-sum

Use when computing the 5D Delta Gap Sum factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

quant-real-factor-5d-delta-intraday-return

Use when computing the 5D Delta Intraday Return factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

quant-real-factor-5d-delta-upper-wick-pressure

Use when computing the 5D Delta Upper Wick Pressure factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

quant-real-factor-5d-delta-lower-wick-support

Use when computing the 5D Delta Lower Wick Support factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

quant-real-factor-5d-delta-drawdown-from-high

Use when computing the 5D Delta Drawdown From High factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

quant-real-factor-5d-smoothed-rsi-strength

Use when computing the 5D Smoothed RSI Strength factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

quant-real-factor-5d-smoothed-rsi-reversal

Use when computing the 5D Smoothed RSI Reversal factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

quant-real-factor-5d-smoothed-stochastic-position

Use when computing the 5D Smoothed Stochastic Position factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

quant-real-factor-5d-smoothed-atr-ratio

Use when computing the 5D Smoothed ATR Ratio factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

quant-real-factor-5d-smoothed-range-ratio

Use when computing the 5D Smoothed Range Ratio factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

quant-real-factor-5d-smoothed-realized-volatility

Use when computing the 5D Smoothed Realized Volatility factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

quant-real-factor-5d-smoothed-downside-volatility

Use when computing the 5D Smoothed Downside Volatility factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

quant-real-factor-5d-smoothed-gap-sum

Use when computing the 5D Smoothed Gap Sum factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

quant-real-factor-5d-smoothed-intraday-return

Use when computing the 5D Smoothed Intraday Return factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

quant-real-factor-5d-smoothed-upper-wick-pressure

Use when computing the 5D Smoothed Upper Wick Pressure factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

quant-real-factor-5d-smoothed-lower-wick-support

Use when computing the 5D Smoothed Lower Wick Support factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

quant-real-factor-5d-smoothed-drawdown-from-high

Use when computing the 5D Smoothed Drawdown From High factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

quant-real-factor-5d-time-series-ranked-rsi-strength

Use when computing the 5D Time-Series Ranked RSI Strength factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

quant-real-factor-5d-time-series-ranked-rsi-reversal

Use when computing the 5D Time-Series Ranked RSI Reversal factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.

quant-real-factor-5d-time-series-ranked-stochastic-position

Use when computing the 5D Time-Series Ranked Stochastic Position factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.