Quantitative models · Page 43 · 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

1999Constructing a lagged rate of change cycle systemDominant cycle detection 1999Combination filters with Bollinger Bands and the relative strength indexBollinger Bands 1999Primary-cycle windows, then stochastic confirmationDominant cycle detection 1999Fast Fourier Transform reconstruction is not a walk-forward decision toolFast Fourier Transform 1999Walk-forward endpoint Fourier construction as a same-day mechanical procedureFast Fourier Transform 1999On-balance volume confirmation, price-indicator divergence, and bounded exitsOn-balance volume 1999Nested Euro cycle timing as one checkable procedureDominant cycle detection 1999How a five-bar sine-weighted average is assembledMoving average 1999Fixed-lag construction of moving-average smoothersMoving average 1999Evaluating Relative Strength Index momentum with zero-line and threshold rulesRelative Strength Index 1999Constructing isolated synthetic waveforms to watch indicator settlingWilliams %R 1999Monte Carlo checks beyond a single historical pathMonte Carlo simulation