Quant/quant_fields.py at master · YingjingLu/Quant · GitHub

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"""
MA(interval){
    5,
    10,
    15,
    30,
    60,
    120,
}

MA_intersect{
    5 & 10;
    5 & 30;
    30 & 120;

}

volumn_ratio (interval){
    5 bars avg;
    10 bars avg;
    30 bars avg;
    60 bars avg;
    120 bars avg;
}

recurrence(recurring_event){
    next_day;
    3_days;
    5_days;
    10_days;
    20_days;
}
recurring_event: seasonal report; annual report; new product realease;

unexpected(unexpected_events){
    next_day;
    3_days;
    5_days;
    10_days;
    20_days;

}
unexpected_events: interest rate; weather; policy; election; commodity

PE, PB, yield of return; capital per share{

}

Bid, Ask{

}


--- index correlation ---

S&P & Dow & NASDAQ{

}

interest rate{

}

annuity{

}

commodity{

}

future rate{

}

options rate{

}

"""