PR Quant Formula | 369 Parameters | Golden Falcon Algorithm by Piyush Ratnu

PRQ369​(t)=Ω[αMt​+βCt​+γTt​+δOt​+θVt​+λLt​+ϕEt​+ψQt​]​ Mt=∑i=145wiM(XiM(t)−μiMσiM)M_t=\sum_{i=1}^{45} w_i^M \left( \frac{X_i^M(t)-\mu_i^M}{\sigma_i^M} \right)Mt​=i=1∑45​wiM​(σiM​XiM​(t)−μiM​​) Ct=∑i=4690wiC[ρi,XAU,DXY(t)+ρi,XAU,US10Y(t)+ρi,XAU,USDJPY(t)]C_t=\sum_{i=46}^{90} w_i^C \left[ \rho_{i,XAU,DXY}(t)+\rho_{i,XAU,US10Y}(t)+\rho_{i,XAU,USDJPY}(t) \right]Ct​=i=46∑90​wiC​[ρi,XAU,DXY​(t)+ρi,XAU,US10Y​(t)+ρi,XAU,USDJPY​(t)] Tt=∑i=91135wiT[EMA10−EMA21+SMA50−SMA200+BOS+CHOCH]T_t=\sum_{i=91}^{135} w_i^T \left[ EMA_{10}-EMA_{21}+SMA_{50}-SMA_{200}+BOS+CHOCH \right]Tt​=i=91∑135​wiT​[EMA10​−EMA21​+SMA50​−SMA200​+BOS+CHOCH] Ot=∑i=136180wiO[RSIi+MACDi+Stochi+ROCi+VolumeImpulsei]O_t=\sum_{i=136}^{180} w_i^O \left[ RSI_i+MACD_i+Stoch_i+ROC_i+VolumeImpulse_i \right]Ot​=i=136∑180​wiO​[RSIi​+MACDi​+Stochi​+ROCi​+VolumeImpulsei​] Vt=∑i=181225wiV[ATRi+HVi+IVi+VolExpansioni+TailRiski]V_t=\sum_{i=181}^{225} […]