Quantitative models · Page 71 · 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

2010Combining Relative Strength Index, the stochastic oscillator, and MACD as slope filtersRelative Strength Index 2010Construct a center-line volume oscillator and read it with a stochastic oscillatorStochastic oscillator 2010Seasons, the Wall cycle, and Fibonacci time on a 1949 long waveDominant cycle detection 2010A consensus filter for objective RSI and smoothing constructionRelative Strength Index 2010Building a bounded oscillator from a rainbow smoother, relative strength, and inverse FisherRelative Strength Index 2010Sharpened RSI turns with rainbow averages and a slow stochasticRelative Strength Index 2010Rebuilding an exponential average as a bounded error-correcting filterAdaptive Filter 2010Constructing a Hull smoother and a Hull-based oscillator gateHull moving average 2010Treat a market as a transfer device before completing a price pathKalman filter 2010Filtering MACD false signals with trendline breaksMACD 2011Two-horizon weekly RSI with moving averages and stopsRelative Strength Index 2011Vendor feeds as an input variable in a MACD evaluationMACD