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lib/statistics/quantile/Quantile.md
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# QUANTILE: Rolling Quantile
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Statistic |
| **Inputs** | Source (close) |
| **Parameters** | `period`, `quantileLevel` (default 0.25) |
| **Outputs** | Single series (Quantile) |
| **Output range** | Varies (see docs) |
| **Warmup** | `period` bars |
### TL;DR
- The Rolling Quantile computes the value below which a given fraction of observations fall within a sliding window.
- Parameterized by `period`, `quantilelevel` (default 0.25).
- Output range: Varies (see docs).
- Requires `period` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "The quantile function is the inverse of the distribution function." — Every probability textbook ever written, and yet somehow it still surprises people.
## Introduction