registry / @backquant / tail-risk-barometer

Tail-Risk Barometer flags when the distribution’s tails are getting dangerous. It combines three signals into one score: |Skew| z-score, from rolling returns, captures asymmetry, bi

1.0.0 · published 2026-07-11 · 1 version · 11 installs

Permissions

Pure data: no permissions, nothing executes.

Versions

Report this package