v0.8.6: update indicator docs, ndepend tooling, ALMA refactor, gitignore cleanup

lib/statistics/quantile/Quantile.md

@@ -13,9 +13,7 @@
 | **PineScript**   | [quantile.pine](quantile.pine)                       |
 
 - 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).
+- **Similar:** [Percentile](../percentile/Percentile.md), [IQR](../iqr/Iqr.md) | **Trading note:** Value at specified quantile; Q(0.5) = median, Q(0.95) = 95th percentile for risk analysis.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 
 ## Introduction
@@ -140,4 +138,4 @@ O(N) per update. Linear interpolation between adjacent order statistics matches
 - Hyndman, R.J. and Fan, Y. (1996). "Sample Quantiles in Statistical Packages." *The American Statistician*, 50(4), 361-365.
 - Galton, F. (1885). "Some Results of the Anthropometric Laboratory." *Journal of the Anthropological Institute*, 14, 275-287.
 - Microsoft Excel Documentation: [PERCENTILE.INC function](https://support.microsoft.com/en-us/office/percentile-inc-function-680f9539-45eb-410b-9a5e-c1355e5fe2ed)
-- TradingView PineScript Reference: [ta.percentile_linear_interpolation](https://www.tradingview.com/pine-script-reference/v6/)
+- TradingView PineScript Reference: [ta.percentile_linear_interpolation](https://www.tradingview.com/pine-script-reference/v6/)