Quantitative models · Page 7 · 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

1988Cycle lead from staggered exponential averagesExponential smoothing 1988Why a fitted dominant cycle is not a forecastDominant cycle detection 1988Empirical price-change counts versus borrowed statisticsPrice change density histogram 1988Three-zone price channel from quadratic smoothingExponential smoothing 1988Constructing directional movement from bar rangeAverage Directional Index 1988Opening-range brackets, a two-bar trend filter, and bounded stopsPrice-change categorization 1988Weekly MACD as a two-clock momentum confirmation stackMACD 1988Average directional index construction: recursive smoothing and lookback offsetAverage Directional Index 1988Serial dependence, trade excursions, and belief revisionPattern recognition 1988Combining weekly and daily MACD divergences with on-balance volumeMACD 1988Evaluating stationarity, randomness, and dependence in an index seriesChi-square test 1988Constructing moving average filters from price Fast Fourier TransformsFourier analysis