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Value ref

xs_zscore

Cross-sectional z-score of source among the universe's symbols on the current bar.

How many sample standard deviations this symbol's value sits from the universe mean. With fewer than 2 values, or when every symbol sits on the mean, there is no z-score: it is absent (not 0). 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 far this symbol's RSI is from the universe average: {"kind": "xs_zscore", "source": {"kind": "indicator", "indicator": "rsi", "period": 14}}

Backing types

ZScoreValueRef

Required fields

None.

Optional fields

None.

Backing types

The IR ValueRef classes this builder field resolves to.

ZScoreValueRef
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