How does the Technical Gauge Composite Engine calculate composite scores?

The Composite Engine evaluates 6 core indicators (RSI 14, SMA 20, SMA 50, EMA 200, MACD Histogram, and Stochastic %K). Each indicator produces a directional signal (+1 for Buy, 0 for Neutral, -1 for Sell) weighted by statistical significance, normalized onto a 0 to 100 gauge scale.

Why are 50 assets tracked in the High-Velocity Scanner?

Tracking 50 liquid assets across Foreign Exchange, Cryptocurrencies, Equity Indices, and Global Stocks allows momentum traders to detect institutional volume surges (RVOL > 2.0x) and volatility breakouts across uncorrelated markets simultaneously.

How do Central Bank Real Yield Spreads affect currency prices?

Real Yield is calculated as Nominal Policy Rate minus Headline Inflation Rate (R = i - π). Economies with higher positive real yields attract capital inflows via carry trade strategies, driving long-term appreciation in the domestic currency.

QuantTerminal Pro | 50-Asset Technical Gauge

50-ASSET MARKET PULSE

BULLISH EXPANSION +1.64%

Weighted composite score across 50 assets

COMPOSITE VOLATILITY (VIX)

14.65 -1.85% (Subdued)

Risk-on environment for equities & crypto

TOP VELOCITY MOVER

NVDA +5.42%

RVOL 3.12x | Velocity Score: 94.2

HIGHEST REAL YIELD

USD (Fed) +2.75% Real

Fed Rate 5.25% - CPI Inflation 2.50%

1. Technical Gauge Composite Engine (50 Global Assets)

Multi-indicator aggregated momentum & trend analyzer with TradingView link integration

TradingView

EUR/USD Composite Score

74 / 100

STRONG BUY

1 SELL SIGNALS

1 NEUTRAL

4 BUY SIGNALS

Technical Indicator	Calculated Value	Benchmark / Threshold	Signal Bias	Weight Impact

2. Live Market Sentiment Engine

Multi-factor positioning, option put/call ratio, and composite fear/greed meter

COMPOSITE SENTIMENT SCORE

68 / 100

GREED / BULLISH

EXTREME FEAR (0) NEUTRAL (50) EXTREME GREED (100)

Overall sentiment reflects sustained appetite for risk assets, supported by earnings expansion and central bank rate easing expectations.

1. Options Volatility & Put/Call Ratio 75/100 (Low Risk)

Institutional downside hedge demand remains subdued across major equity indexes.

2. Market Breadth (% Above 50 SMA) 82/100 (Strong)

78% of tracked 50 assets are currently trading above their key short-term moving average.

3. Retail vs Institutional Capital Flow 54/100 (Balanced)

Equity ETF inflows balanced by ongoing treasury bond allocations.

4. Corporate Credit Yield Spreads 62/100 (Moderate)

High-yield bond default spreads remain historically tight.

3. High-Velocity Volatility & RVOL Scanner (50 Assets)

Real-time relative volume (RVOL), ATR volatility percentage, and momentum velocity rank

Symbol	Asset Name	Asset Class	Last Price	24h Change (%)	Rel Vol (RVOL)	ATR Volatility (%)	Velocity Score	7D Trend Sparkline	Chart Link

4. Central Bank Benchmark Rates & Inflation-Adjusted Real Yields

Nominal interest rates, inflation metrics, real yield spreads (Real Yield = Nominal Rate - Inflation), and policy bias

Central Bank	Currency	Nominal Policy Rate (i)	Headline Inflation (π)	Calculated Real Yield (i - π)	Next Decision Date	Monetary Policy Bias

5. Dynamic Cross-Asset Pearson Correlation Matrix

Real-time computed correlation coefficient ($r$) across major benchmarks

Timeframe Lookback:

Direct Correlation (> +0.50) Uncorrelated (-0.30 to +0.30) Inverse Correlation (< -0.30)

Calculated via Client-Side Pearson Linear Correlation Formula

Institutional Technical Manual & Quantitative Trading Playbook

Detailed mathematical formulas, 50-asset correlation dynamics, real yield transmission, and multi-factor gauge mechanics

1.0 Quantitative Foundations of Technical Gauge Matrix Engine

Modern algorithmic trading desks mandate the aggregation of multi-timeframe indicators into a normalized composite score rather than relying on isolated technical indicators. QuantTerminal Pro evaluates 50 global asset classes across Foreign Exchange, Cryptocurrencies, Equity Indexes, and Commodities using a weighted directional scoring framework bounded between 0 and 100.

FORMULA CARD 1.1 Composite Gauge Engine Score Calculation

Composite Gauge Score = 50 + [ 100 / (2 × Sum of Weights) ] × Σ ( Indicator Weight × Signal Bias )

Signal Bias: +1 for Bullish, 0 for Neutral, and -1 for Bearish.

Indicator Weights: RSI 14 (20%), EMA 200 (20%), SMA 20 (15%), SMA 50 (15%), MACD Histogram (15%), Stochastic %K (15%).

This composite engine eliminates false breakout signals common in single-indicator strategies. When the gauge registers readings above 70, the market state is classified as Strong Buy. Conversely, scores below 30 indicate Strong Sell conditions.

2.0 Live Multi-Factor Market Sentiment Scoring Engine

Market sentiment measures the psychological positioning and risk tolerance of active traders. QuantTerminal aggregates four distinct sub-factors: Options Put/Call Volatility, Market Breadth (% of 50 assets above 50-day moving average), Retail/Institutional Flow, and Corporate Credit Spreads.

Subdued VIX levels combined with strong market breadth elevate the aggregate sentiment score toward Extreme Greed (75 to 100). Institutional risk managers utilize extreme sentiment readings to initiate tail-risk hedging or mean-reversion strategies.

3.0 High-Velocity Volatility Scanning & Relative Volume (RVOL)

Momentum breakouts are only sustainable when accompanied by an anomalous surge in institutional trading volume. The High-Velocity Movers Scanner continuously monitors all 50 target assets to isolate momentum velocity using Relative Volume (RVOL) and Average True Range (ATR%).

FORMULA CARD 3.1 Relative Volume (RVOL) & Momentum Velocity Score

1. Relative Volume (RVOL) RVOL = Current Period Volume / 20-Period Average Volume

2. Velocity Score Velocity Score = | 24h Price Change % | × RVOL × ATR%

Assets exhibiting RVOL values above 2.0x and Velocity Scores exceeding 50 represent high-conviction momentum opportunities suitable for breakout execution.

4.0 Central Bank Monetary Rates & Inflation-Adjusted Real Yields

Global capital allocation is fundamentally dictated by inflation-adjusted Real Yields (R). Capital flows towards currencies offering the highest real rate of return, driving cross-border carry trades.

FORMULA CARD 4.1 Real Yield Calculation

Real Yield (R) = Nominal Policy Interest Rate (i) - Headline Inflation Rate (π)

When a central bank maintains positive real yields (R > 0), holding that currency generates positive real inflation-adjusted income, driving structural demand in foreign exchange markets.

5.0 Dynamic Cross-Asset Pearson Correlation Heatmap Dynamics

Portfolio risk management relies on accurate estimation of asset co-movement. QuantTerminal calculates the linear Pearson Correlation Coefficient (r) across 50 assets over selectable 7D, 30D, and 90D rolling timeframes.

FORMULA CARD 5.1 Pearson Linear Correlation Coefficient

Correlation (r) = Σ [ (X - Mean X) × (Y - Mean Y) ] / sqrt[ Σ (X - Mean X)² × Σ (Y - Mean Y)² ]

Values approaching +1.0 indicate direct positive co-movement, while coefficients approaching -1.0 signify inverse hedging relationships.

Frequently Asked Quantitative Questions (AEO Reference)

Q: How do direct TradingView links benefit terminal users?

Clicking "TradingView" launches live interactive candlestick charts with drawing tools and volume profile analysis for any selected asset among the 50 tracked instruments.

Q: How frequently are the 50 assets recalculated?

Indicator calculations run continuously every 15 seconds. Users can also trigger an immediate manual refresh using the "RECALC ANALYTICS" button.