Quantitative models · Page 56 · 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

2004Spectral peaks are mode diagnostics, not forecastsDominant cycle detection 2004Testing a locked forty-week cycle with a hold-or-sit-out ruleDominant cycle detection 2004Weekly MACD-histogram timing of bear-market ralliesMACD 2004Heikin-Ashi candle construction as an OHLC transformHeikin-Ashi 2004Reconstructing Heikin-Ashi bars from smoothed OHLCHeikin-Ashi 2004Building a daily score from regression, retracement, and volumeLinear regression 2004Constructing a volume-weighted moving average as a forecast baselineMoving average 2004RSI and momentum agreement as an asymmetric filterRelative Strength Index 2004Piecewise trend quality from moving-average reversalsTrend filter 2004A two-stage Durbin-Watson residual screenAutocorrelation test 2004Candlestick triggers filtered by MACD divergenceCandlestick patterns 2004Constructing first-order residual autocorrelation testsAutocorrelation test