Quantitative models · Page 62 · 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

2005Constructing an adaptive moving average from a fractal-dimension weightAdaptive moving average 2005Constructing a fractal-dimension adaptive moving averageAdaptive moving average 2005Constructing recurrent forecasts from grouped spectral componentsSpectral analysis 2005Constructing Bollinger bands versus fixed trading bandsBollinger Bands 2005Weekday FX turning points and close run testsRuns test 2006Squared versus absolute deviation in envelope constructionBollinger Bands 2006Shared coefficient construction for recursive price filtersAlpha-beta filter 2006Building custom indicators from the Commodity Channel Index, a least squares moving average and a rule-based entryCommodity Channel Index 2006One second-order transfer function, a family of trend filtersTrend filter 2006Constructing lowpass, highpass, and finite impulse response filters from one recurrenceFinite Impulse Response Filter 2006Constructing adaptive overbought and oversold levels for a relative strength indexRelative Strength Index 2006Self-adjusting RSI thresholds from the oscillator's own spreadRelative Strength Index