Systemicalpha

Divide

systemic:core-divMathfunction1 cr

Inputs

NameTypeDescription
First ValuefloatarrayThe value to be divided — the top of the fraction.
Second ValuefloatarrayThe divisor — the bottom of the fraction.

Outputs

NameTypeDescription
QuotientfloatarrayThe element-wise quotient of the two input series (First ÷ Second).

Quotienti=AiBi\text{Quotient}_i = \frac{A_i}{B_i}

Computes element-wise division of two numeric series. Essential for ratios, normalization, and cross-asset analysis.

First (A)Second (B)Quotient
100502.0
751000.75
-105-2.0

Division by Zero

Division by zero is mathematically undefined, so the quotient at that position is a null (missing) datapoint — never a fabricated number, and never an error that fails the rest of your series.

FirstSecondResult
1000null
00null
-500null

Only that position is affected; every other datapoint is computed normally. If you need a value at every point, filter or replace zeros in the divisor before connecting it to this module.


Missing Data

A missing (null) datapoint in either input — a data gap or a closed-market slot — produces a null at the same position in the quotient. The math is never faked with substitute values.

FirstSecondResult
null50null
100nullnull
100502.0

A null from a missing input means "no data exists here"; a null from a zero divisor means "the math is undefined for this data". Both appear as gaps in your charts.

In live execution the module returns exactly one datapoint — the newest — which is null when either input is missing or the divisor is zero at that moment.


Input Alignment

Systemic automatically aligns inputs before division:

ScenarioWhat Happens
Different lengthsShorter series padded by repeating last value
Different frequenciesLower-frequency upsampled to match higher
One constantConstant expanded to match series length

Example: ETH (1h) ÷ BTC (15m) → ETH upsampled to 15m intervals first.


Practical Example: Relative Strength

Dividing an asset's price by a benchmark creates a relative strength indicator:

Relative Strength=Asset PriceBenchmark Price\text{Relative Strength} = \frac{\text{Asset Price}}{\text{Benchmark Price}}

InterpretationMeaning
Ratio risingAsset outperforming benchmark
Ratio fallingAsset underperforming benchmark
Ratio = 1.0Asset tracking benchmark exactly

This is the foundation of pair trading, sector rotation, and performance attribution.


  • MUL — Inverse operation
  • SUB — Absolute difference (vs. ratio)
  • POW — Exponentiation (e.g., for geometric returns)
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