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Value ref

xs_dispersion

Spread 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
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