Indicators and filters · Page 25 · 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 session-indexed standard error bandsLinear regression 1996Standard-error bands, width gates, and weekday countsLinear regression 1996Constructing a standard-error envelope around a linear regressionLinear regression 1996Dual-horizon ratio envelopes and regression error channelsLinear regression 1996Constructing linear-regression alpha from a yield gapLinear regression 1996Normalize price and volume onto a common scaleZ-score normalization 1997Constructing extendedness from a 10 percent swing filterTrend filter 1997Constructing a moving regression oscillatorLinear regression 1997Why a daily timing evaluation depends on interval, lookbacks, and the fitting objectiveRelative Strength Index 1997Confirm the MACD turn with price, then exit on the histogramMACD 1997A midpoint rate-of-change test for bond trend follow-throughRate of Change 1997Rational group structure with a trend screen, RSI, and bandsTrend filter