Indicators and filters · Page 8 · 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

1990Building a percent-difference moving-average oscillatorMoving average 1990Constructing a second-hour session residual exponential indexExponential smoothing 1990Constructing stochastic K and D lines and divergence cuesStochastic oscillator 1990Constructing least-squares polynomial smoothersLinear regression 1990Split-sample tests for stochastic parameter gridsSystem optimization 1990Friday-filtered on-balance confirmation linesOn-balance volume 1991Constructing an exponential average from a smoothing weightExponential smoothing 1991Constructing a double-smoothed stochastic oscillatorStochastic oscillator 1991Weekly close-to-close volatility as a horizon filterHistorical volatility analysis 1991Random Walk Index construction with an adaptive lookbackStochastic oscillator 1991Constructing a variable-lookback random walk trend filterTrend filter 1991Half-cycle average plot shift versus cycle attenuationMoving average