MATLAB doesn’t have a built-in zscore outlier detector, but you can combine it with logical indexing as shown. To compute Z-scores alone: Z = zscore(data); % Built ...

1. Given noisy data with outliers. 2. Smooth data using a flat CCMA kernel for global emphasis. - Utilize a flat kernel, such as uniform, to prevent excessive focus on individual data points. - The ...

Maximum trading days to search for reversion (~2.5 years). ROLLING_WINDOW_DAYS : int Window size for rolling median calculation (~3 months). ROLLING_DEVIATION_THRESHOLD : float Maximum allowed ...