Indicators and filters · Page 24 · 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

1996Constructing breadth, RSI, and stochastic range filtersMarket breadth 1996Constructing a mobility oscillator from price distributionsStochastic oscillator 1996Constructing Bollinger bands, percent-b, and stochasticsBollinger Bands 1996Jump and hold filters for long-term Treasury yield directionMoving average 1996Calibrating Williams %R entries in rising channelsWilliams %R 1996Constructing a price-volume percent-B disparityOn-balance volume 1996Constructing a matched percent-B volume disparityOn-balance volume 1996Constructing volume disparity from percent-bOn-balance volume 1996Smoothed alpha from paired log-change regressionLinear regression 1996The Alpha coefficient as a signed Trend filter for treasury bondsAlpha coefficient 1996Constructing four MFI bar states from range and volumeVolume-price analysis 1996Constructing four-state range-volume barsVolume-price analysis