Custom Risk Indicator Builder
Building an indicator is the easy half. The hard half is finding out whether it predicts anything and at which horizon it stops, which is why the constructor here ships with a validator that scores your formula against forward returns rather than against the chart you designed it on.
- Compose a metric from raw inputs, with no formula shape imposed on you
- Forward-return validation over several horizons, so you learn where the signal stops working
- Correlation against the indicators you already follow, so you find out whether it is new information