Quantitative models · Page 91 · 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

2018Half-cycle relative-strength index with a Fisher map for cyclic reversalsRelative Strength Index 2018Constructing an adaptive filter for adoption-cycle reversalsAdaptive moving average 2018Deviation-Scaled Moving Average construction from a two-bar differenceRelative Strength Index 2018Constructing a Finite Impulse Response Filter compared with Exponential smoothingFinite Impulse Response Filter 2018Constructing a deviation-scaled adaptive moving averageAdaptive moving average 2018Moving average support and volatility-band constructionBollinger Bands 2018Constructing a two-stage stochastic RSI for comparable price-oscillator divergencesRelative Strength Index 2018Regime-dependent odds after directional price runsMean reversion 2018Weekly and daily stochastic readings with a long moving average and supportStochastic oscillator 2018Weekly and daily Stochastic oscillator construction on a single daily chartStochastic oscillator 2018Constructing predictive filters with RSI and walk-forward testsKalman filter 2018Combining a weekly stochastic, a long moving average, and two-day resistanceStochastic oscillator