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Value ref
xs_dispersionSpread of source across the WHOLE universe on the current bar.
Unlike rank and xs_zscore it does not say where this symbol sits; every
symbol reads the same number, so it does not degrade while this symbol's own
value is still warming up. stat chooses the standard deviation or the range.
source is evaluated once per symbol; it cannot carry a symbol and cannot
contain another cross-sectional operand. Requires a universe or portfolio strategy
with two or more symbols.
Example, how widely 20-bar returns are spread across the universe: {"kind": "xs_dispersion", "stat": "stdev", "source": {"kind": "indicator", "indicator": "roc", "period": 20}}
Backing types
DispersionValueRef
Required fields
None.
Optional fields
None.
Backing types
The IR ValueRef classes this builder field resolves to.
DispersionValueRef