Indicators and filters · Page 71 · 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

2020A convolution slope built from nested linear regressionLinear regression 2020Evaluating countertrend ETF rules against a buy-and-hold controlMean reversion 2020Constructing a cycle-plus-trend oscillator from a one-wavelength chordTrend filter 2020Building reflex and trendflex cross and extreme entry rulesMomentum strategy 2020Critiquing exponential variants of Bollinger BandsBollinger Bands 2020Variable-strength pivot highs as falsifiable entry filtersPivot point 2020Moving-average construction as an objective trend filterMoving average 2020Moving-average baselines, price vetoes, and mean reversionMoving average 2020Constructing smoothed on-balance volume with a signal lineOn-balance volume 2020Constructing the obvm signal lineOn-balance volume 2020Constructing futures turnover time and urgencyFourier analysis 2020Treat close-only volume as a hypothesis, then choose regime or phaseOn-balance volume