Percentile Nearest Rank (25th, Length 14) with Data Hole Test

Category: volatility, momentum

Calculates the 25th percentile of the price distribution over a 14-period window using the Nearest Rank method, specifically designed to test handling of missing data (NaN values).

Formula

\text{Rank} = \lceil 0.25 \times 14 \rceil = 4; \text{Output} = \text{Value at Rank 4 of the sorted 14-period window}

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