Quantitative models · Page 4 · TradersWeek

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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

1986Evaluating advance-decline plus-day runs against chance baselinesRuns test 1986Calendar-locked averaging of price-change histogram categoriesPrice change density histogram 1986Chi-square test for clustered price-change histogramsChi-square test 1986Constructing bounded relative-strength overlays from oscillator limitsRelative Strength Index 1987Relative strength evaluation under competing optimization criteriaRelative Strength Index 1987Constructing a cycle-scaled trend oscillatorMoving average 1987Evaluating silver moving averages and RSI by scoring ruleMoving average 1987Constructing scaled OHLC matrices for study overlaysMoving average 1987Evaluating weekly price cycles with autocorrelation cutoffsAutocorrelation test 1987Constructing parabolic stops and cycle-window averagesParabolic SAR 1987Constructing a volume-confirmed Williams %RWilliams %R 1987Constructing the commodity channel, average directional, and relative strength indexes on a shared cycle scaleCommodity Channel Index