Indicators and filters · Page 12 · TradersWeek

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The registry

Entries in this field

A

Adaptive Filter Adaptive moving average Alpha coefficient Alpha-beta filter Average Directional Index

B

Bandpass filter Bayesian inference Besson's coefficient of persistence Binomial probability model Black-Scholes Model Bollinger Bands Bootstrap resampling

C

Calmar ratio Cluster analysis Coin-flip no-skill baseline Commodity Channel Index Conditional Value at Risk Cross-validation

D

Decision tree Differencing

E

F

Factor analysis Final Prediction Error Finite Impulse Response Filter Fractional differencing Frequency histogram

G

GARCH model Game theory

H

HI/LO Hidden Markov model Highpass filter Historical analog comparison Hull moving average

I

Information ratio Investment psychology inventory

K

K-means clustering Kalman filter Kalman smoother

L

Least squares moving average Linear discriminant techniques Linear programming Logistic model Lowpass filter

M

Markov transition model Mean deviation Mean-variance optimization Moving average

O

P

Pattern recognition Payoff Index Poisson model Price change density histogram Price-change categorization Principal component analysis

Q

Quantile analysis

R

Random forest Relative Strength Index Relative Volatility Index

S

Sharpe ratio Sine-wave price model Sortino ratio Stochastic oscillator Support vector machine

T

Trend filter Triangular moving average Typical price

U

Up-volume ratio Up/down volume oscillator

V

Value at Risk Vertical Horizontal Filter Volatility forecast

W

Wavelet transform Weighted moving average Williams %R

Z

Z-score normalization

The archive874 readings

Readings on this topic

1992Constructing moving averages with weighting schemes and extra filtersMoving average 1992Constructing simple, weighted, and exponential moving averagesMoving average 1992Constructing the mass-index range-reversal procedureMoving average 1992Constructing a nine-state trend, momentum, and breadth scoreTrend filter 1992Constructing a damping-index trend filterTrend filter 1992Occupancy and split-sample tests for average crossoversMoving-average crossover 1992Constructing multi-span smoothed rate-of-change filtersRate of Change 1992Constructing exponential averages by the smoothing constant, startup length and lagExponential smoothing 1992Constructing exponential averages from simple lookbacksMoving average 1992A moving-average slope filter for crossover signalsTrend filter 1992Variable lookback and average true range as a trend-filter constructionTrend filter 1992Building a random walk index trend filterTrend filter