Indicators and filters · Page 5 · 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

1989Alpha-beta lag parameters versus moving-average windowsAlpha-beta filter 1989Equal-weight zero-cross from smoothed spreadsExponential smoothing 1989Constructing alpha-beta price channels and trend filtersAlpha-beta filter 1989Momentum overlays that speed moving-average oscillatorsRate of Change 1989Smoothed three-day futures filter for index option bouncesExponential smoothing 1989Testing relative-strength-index reversal rules against trend continuationRelative Strength Index 1989Cycle-length windows for momentum, Relative Strength Index, and stochastic constructionMomentum strategy 1989Demand oscillator construction with a momentum overlayOn-balance volume 1989Constructing lag-matched triangular moving averagesTriangular moving average 1989Constructing a suggest-then-confirm Money Flow IndexMoney Flow Index 1989Close-minus-average oscillator for channel extremesMoving average 1989Volume confirmation windows and exponential average constructionMoving average