Indicators and filters · Page 69 · 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

2018Oscillator distribution shape for mean-reversion filtersTrend filter 2018Building a Fisherized deviation-scaled oscillatorRelative Strength Index 2018Constructing the stiffness trend filter from moving-average holdsMoving average 2018The averaging kernel and the lagged trend gate are separate specificationsMoving average 2019A trend filter is not ready to compare until portfolio constraints are written downTrend filter 2019Brick sampling changes what a volatility envelope can showBollinger Bands 2019Volume-volatility parabola and signed-volume momentumOn-balance volume 2019Lookback, threshold, and position-capacity for a stiffness trend-filterMoving average 2019Building a smoothed Stochastic oscillator of the Relative Strength Index for Price-indicator divergence checksRelative Strength Index 2019Constructing a sell-relative-strength-index from the intrabar range ratioRelative Strength Index 2019Constructing nested regression projections as smoothersHull moving average 2019A three-filter stack as a redundancy testStochastic oscillator