mirror of
https://github.com/QuantEngines/fx_quant_engine.git
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Pramit Dutta
29 lines
626 B
YAML
29 lines
626 B
YAML
features:
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returns: true
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moving_averages: true
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breakouts: true
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trend_strength: true
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momentum_multi_horizon: true
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momentum_persistence: true
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momentum_acceleration: true
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mean_reversion_zscore: true
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bollinger_position: true
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realized_vol: true
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atr_proxy: true
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vol_regime_proxy: true
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carry_proxy: true
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usd_strength_score: true
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risk_on_off_proxy: true
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inr_crude_proxy: true
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em_stress_proxy: true
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inr_vol_clustering: true
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rbi_intervention_proxy: true
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cross_asset_bond_proxy: true
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cross_asset_commodity_proxy: true
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cross_asset_equity_proxy: true
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windows:
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short: 5
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medium: 20
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long: 60
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