Quantitative models · Page 27 · TradersWeek

Skip to main content

Topic map

Subtopics

Indicators and filters

Indicators and filters within quantitative-models.

Time series and forecasting

Time series and forecasting within quantitative-models.

Cycles and spectral analysis

Cycles and spectral analysis within quantitative-models.

Statistical tests

Statistical tests within quantitative-models.

The registry

Entries in this field

A

ARIMA Adaptive Filter Adaptive moving average Alpha coefficient Alpha-beta filter Augmented Dickey-Fuller test Autocorrelation test 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 Chi-square test Cluster analysis Coin-flip no-skill baseline Cointegration test Commodity Channel Index Conditional Value at Risk Covariance matrix estimation Cross-validation

D

Decision tree Differencing Discrete Fourier Transform Dominant cycle detection

E

EGARCH model Exponential smoothing

F

Factor analysis Fast Fourier Transform Final Prediction Error Finite Impulse Response Filter Five-Cycle Analytical System Fourier analysis Fractional differencing Frequency histogram

G

GARCH model Game theory

H

HI/LO Hidden Markov model Highpass filter Historical analog comparison Hull moving average Hypothesis testing

I

Information ratio Investment psychology inventory

K

K-means clustering Kalman filter Kalman smoother

L

Least squares moving average Linear discriminant techniques Linear programming Linear regression Logistic model Lowpass filter

M

Markov transition model Maximum entropy spectrum analysis Mean deviation Mean-variance optimization Monte Carlo simulation Moving average

O

P

Pattern recognition Payoff Index Permutation test Poisson model Price change density histogram Price-change categorization Principal component analysis Profit Matrix

Q

Quantile analysis

R

Random forest Random walk hypothesis test Relative Strength Index Relative Volatility Index Runs test

S

Sharpe ratio Sine-wave price model Sortino ratio Spectral analysis Stochastic oscillator Support vector machine

T

TRIX Transition matrix Trend filter Triangular moving average Typical price

U

Unit root test Up-volume ratio Up/down volume oscillator

V

Value at Risk Vector autoregression Vertical Horizontal Filter Volatility forecast

W

Wavelet transform Weighted moving average Williams %R

Z

Z-score normalization

The archive1156 readings

Readings on this topic

1993Constructing a relative momentum index from the relative strength indexRelative Strength Index 1993Physics analogies for building cycle and money flow indicatorsMoney Flow Index 1993Constructing equal, linear and exponential moving averagesMoving average 1993Restating relative-strength-index parameters after a smoothing changeRelative Strength Index 1993Concurrent highest-low filter with a largest-low-fall triggerTrend filter 1993Walk-forward halt rules for forecast modelsWalk-forward analysis 1993A shared harness for trend-filter constructionTrend filter 1993Relative momentum construction by stretching the relative strength lookbackRelative Strength Index 1993A random-walk index that uses true range as its scaleATR position sizing 1993Constructing an exponent-weighted average of put-call ratiosWeighted moving average 1993Calibrating the weighted-moving-average exponentWeighted moving average 1993Walk-forward hybrid rules for intermarket forecast stacksWalk-forward analysis