Website / RESOURCE PROFILE

Hampel Bad-Tick Filter

Flags points that sit too far from a rolling median, measured in robust deviations rather than standard deviations — so one fat-finger print cannot inflate the very statistic used to detect it.

thefintechbuilder.com
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Overview

Flags points that sit too far from a rolling median, measured in robust deviations rather than standard deviations — so one fat-finger print cannot inflate the very statistic used to detect it.

Publisher page information

Source page title
Hampel Bad-Tick Filter: Flag a Suspicious Print Without Looking Ahead | The Fintech Builder
Site name (reported)
The Fintech Builder
Declared page language
en
Observed source URL
https://thefintechbuilder.com/site_build/market-data-engineering/cleaning-and-validation/hampel-bad-tick-filter/ ↗
Publisher canonical URL
https://thefintechbuilder.com/market-data-engineering/cleaning-and-validation/hampel-bad-tick-filter/ ↗
Source metadata observed
Oct 11, 2026

Recorded from the source page’s published HTML metadata. Publisher page language can differ from this directory’s English interface.

Source links & provenance

https://thefintechbuilder.com/market-data-engineering/cleaning-and-validation/hampel-bad-tick-filter ↗

Discovery references

References explain how this resource entered the collection. They do not represent an endorsement.

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Directory citations
1
Discovery sources
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98 Authority 98 / 100 Cited by 1 resources in this directory 1 discovery sources Directory record updated: 2026-10-14 How scoring works →

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