Indicators and filters · Page 27 · TradersWeek

Skip to main content

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

1997A three-layer construction for a signed volume-force oscillatorOn-balance volume 1998T3 adaptive smoothing from regression benchmarksMoving average 1998Constructing filters by nesting offsets and variable weightsExponential smoothing 1998Constructing anchored momentum from a centered averageMomentum strategy 1998Two-group exponential average compression as a trend filterMoving average 1998Constructing an efficiency ratio adaptive average and entry filterAdaptive moving average 1998Paired tests for moving-average lag and smoothnessExponential smoothing 1998Treat RSI as a testable filter rather than a triggerRelative Strength Index 1998R-squared as a two-state trend filter from a price-time fitLinear regression 1998Constructing r-squared trend filters with dual lookbacksLinear regression 1998Regime filters for mutated indicatorsBollinger Bands 1998Constructing three-state filters from Bollinger band envelopesBollinger Bands