Layer 1 · Composite Indicators
Derived indicators combining atomic factors — MFLE regime detection, CLI, output gap, TVP-VAR, etc.
Modules: 37 total · 31 Active (shipped)
Auto-generated
This page is auto-generated from card frontmatter by scripts/build-docs-layer-index.py. Do not edit by hand — changes will be overwritten. To modify the listing, edit the individual operator card or the label mapping in the script.
✅ Active (shipped)
Goldened, validated, and deployed to Canvas
B0 Toy ABM — Wealth Exchange with Gini Tracking
Pedagogical / demo-grade agent-based model: N agents start with log-normal wealth; each tick, two random agents exchange 0.05 × min(wealth_i, wealth_j) × (rn...
Criticality Composite (correlation + vol suppression + heavy-tail)
Three-in-one vulnerability heuristic: (1) upper-triangular mean of correlation matrix, (2) volatility suppression index (1 - vol / max|r|), (3) heavy-tail re...
B0 Escalation Ladder → Risk Premium + Regional Commodity Exposure
Maps geopolitical escalation ladder rungs (1-99+) to stylized risk premium ranges (bps) + equity shock ranges (pct) + region-specific commodity/ETF exposure ...
B0 Narrative Intensity + Topic Break
A lightweight narrative intensity heuristic (type-token ratio + length + token density weighted), optionally calculates topic Jaccard overlap / break score w...
BLCV Business Model (B-Dimension)
Evaluates company business model quality — 9 quantitative metrics including CapEx intensity / ROIC / FCF yield / R&D density / Revenue CAGR + qualitative tag...
BLCV Competitive Dimension (Porter 5+1 Forces)
Heuristic implementation extending Porter Five Forces to 5+1 (adding complementary power): derives proxy signals from yfinance financial reports (margin stab...
BLCV Financials (V-Dimension)
Calculates 30+ metrics + V score (0-100) from the three financial statements (income / balance / cashflow), covering 9 categories: liquidity / solvency / pro...
Central Bank Taylor-Rule Policy Rate
Based on Taylor (1993) original rule + policy stance adjustment + ZLB floor, derive policy rate recommendations from inflation and unemployment rates, and ou...
Compute Bollinger Bands
Bollinger Bands (20-period, 2-sigma default) on an upstream close series: mid = SMA(period), upper/lower = mid ± std_dev × rolling std. Returns upper / mid /...
MA Crossover (transform)
Golden/death-cross detector. ONE input port accepts N moving averages; fast/slow are inferred from each line's window (smallest = fast, largest = slow), all ...
EMA (transform)
Exponential moving average of an upstream series in EWM recursive form (adjust=False): EMA_t = α·P_t + (1-α)·EMA_{t-1}, α = 2/(span+1). Edge-first, chainable...
Compute MACD
MACD triplet (12/26/9 default) via pandas-ta on an upstream close series: MACD line (EMA12 - EMA26), signal line (EMA9 of MACD), and histogram (MACD - signal...
Returns (transform)
Period-over-period returns of an upstream price series, simple (pct_change) or log. Edge-first, chainable transform primitive; fans out to per-ticker by_symb...
Compute RSI
Relative Strength Index (Wilder default / Cutler opt-in) on an upstream close series. Cross-validated against pandas-ta / Bloomberg to 1.4e-14. Edge-first; f...
SMA (transform)
Simple moving average of an upstream price/value series — a thin rolling-mean transform (default window 20). Edge-first, chainable primitive: it consumes the...
Rolling Z-score (transform)
Rolling z-score (x − rolling_mean) / rolling_std of an upstream series — a mean-reversion building block. A constant window returns 0 (never NaN/inf). Edge-f...
Contagion Simulator — Cross-Asset Contagion Path Simulation
Canvas cross-asset contagion simulator: given an epicenter asset and initial shock magnitude, propagate the shock through a preset / dynamically-built cross-...
Correlation Matrix
Pairwise Pearson correlation of named series. Unlike the per-ticker transforms, it aggregates two or more wired symbols into a single N×N matrix. Used as inp...
Drawdown Series
Peak-to-trough drawdown series plus the maximum drawdown over the series. Standard performance primitive taking a returns (or prices) array. Edge-first; fans...
FX Market Weighted-Factor Model (carry + risk + surprise)
Weighted three-factor model combining interest-rate differential (carry trade), risk sentiment, and economic-data surprise to derive currency-pair FX directi...
Macro Composite Leading Indicator (simplified, 3-factor FRED)
Three-factor weighted z-score macro composite leading index: INDPRO(+0.4) / UNRATE(-0.3) / FEDFUNDS(-0.3), 3-month rolling smoothed, direction inferred from ...
Business Cycle Phase (Harding-Pagan quarterly turning points)
Simplified Harding-Pagan cyclical turning-point detection over the FRED GDPC1 quarterly real-GDP series. Returns the current cycle_phase (expansion / recessi...
Macro Shock Scenario (rule-based + bilingual i18n)
Canvas macro-shock node: takes a scenario_id and returns a 4-stage w-confidence decay + cross-sector liquidity-drying path + bilingual event narration. Rule-...
Macro Snapshot Dashboard (regime + cycle + CLI + output gap aggregator)
One-shot macro dashboard aggregator: a single call returns the current macro regime (expansion / contraction / stagflation etc.) + cycle phase (Harding-Pagan...
Markov Regime Detection (statsmodels MarkovAutoregression + rolling-vol fallback)
Performs 2-state Markov-switching autoregression (MS-AR(1), switching variance) on return series. Primary path uses statsmodels; falls back to rolling-vol he...
Reflexivity 4D ODE — Dynamical Solver (Library Primitive)
Library-level primitive: scipy.integrate.solve_ivp (RK45 adaptive step) solves the Pangura 4D reflexivity ODE system dx/dt, dy/dt, dz/dt, dw/dt, and returns ...
Reflexivity Agent Simulate — Multi-Step Agent ODE Simulation (Library Primitive)
Library-level primitive: runs N steps of the 4D reflexivity ODE (classic RK4 single-step integrator) for a single agent, with optional external shock injecti...
Reflexivity Detector — w-Fracture Precursor
Detects fracture precursors from a w-history (market confidence / reflexivity state variable): computes velocity, acceleration, trend persistence, and xyz-di...
Sharpe Ratio
Annualized Sharpe ratio: (mean(return) − rf) / std(return) × sqrt(annualization_factor). Zero-volatility inputs are guarded via an np.ptp check (BUG-GOLDEN-0...
Sortino Ratio
Downside-deviation-adjusted Sharpe variant: only penalizes returns below a target. Same zero-volatility guard as Sharpe (BUG-GOLDEN-001 fix). Edge-first; fan...
Strategy Homophily — Multi-Agent Herding + Flash-Crash Simulation
Canvas strategy-homophily simulation: N agents each run the 4D reflexivity ODE, an agent-to-agent coupling force pulls each w_i toward the group mean, every ...
📝 Draft
Placeholder stub — pending research references, formulas, golden test