QuanuX Statistics Node

The QuanuX Statistics Node (quanux_stats) is a purpose-built service for real-time market analysis and signal generation. It bridges the gap between raw market data and high-level strategy logic by providing pre-calculated metrics.

Capabilities

1. Online Statistics:

   • Uses Welford's Algorithm to track Variance and Standard Deviation with $O(1)$ complexity/storage per tick.
   • Tracks Z-scores relative to a rolling window (default 100 ticks).
   • Calculates Pairwise Correlation matrices in real-time.

2. Data Persistence:

   • Ingests MARKET.* data from NATS (JSON format).
   • Writes to DuckDB (market_stats.duckdb) for offline research and backtesting.
   • Future: Will support Parquet export for S3 archival.

3. Signal Publishing:

   • Publishes derived metrics to STATS.<SYMBOL> on NATS.
   • Format: {"symbol": "ES", "volatility": 12.5, "z_score": 1.2, ...}