Indicators and filters · Page 17 · 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

1993Concurrent highest-low filter with a largest-low-fall triggerTrend filter 1993A shared harness for trend-filter constructionTrend filter 1993Relative momentum construction by stretching the relative strength lookbackRelative Strength Index 1993A random-walk index that uses true range as its scaleATR position sizing 1993Constructing an exponent-weighted average of put-call ratiosWeighted moving average 1993Calibrating the weighted-moving-average exponentWeighted moving average 1993Constructing a general weighted moving average from one exponentWeighted moving average 1994Polarized fractal efficiency with a shared exponential smootherExponential smoothing 1994Constructing lag-reduced double exponential averages for MACDExponential smoothing 1994Constructing polarized fractal efficiency as a path filterFractal indicator 1994Constructing Chaikin money flow and a double-exponential smootherChaikin oscillator 1994Constructing the double exponential average from lag cancellationExponential smoothing