Quantitative models · Page 82 · 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

2014Constructing a dominant-cycle forecast baselineDominant cycle detection 2014Square-root lookbacks for combined MACD and RSIMACD 2014A case study that separates cycle forecasts from Gann and Elliott readingsDominant cycle detection 2014Price-rooted lookbacks for a relative strength index, a moving average, and a trend filterRelative Strength Index 2014A 2014 research stack as a classroom for volume-flow hypothesesChaikin oscillator 2014Evaluating moving-average, pivot, and support-resistance filtersMoving average 2014Ingress dates as price bases for relative strength, stochastics, and moving averagesRelative Strength Index 2014Construct a trough-to-trough cycle map with the Detrended Price OscillatorDetrended Price Oscillator 2015Constructing a one-parameter bandpass oscillator from two-bar momentumBandpass filter 2015Whitened lowpass filters for trend and countertrendLowpass filter 2015Whitening pink noise to build a near-zero-lag cycle oscillatorFast Fourier Transform 2015Constructing a zero-lag oscillator against a relative strength index baselineRelative Strength Index