Quantitative models · Page 92 · 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

2018Constructing composite relative-strength-index stochastics for reversal confirmationRelative Strength Index 2018Oscillator distribution shape for mean-reversion filtersTrend filter 2018Building a Fisherized deviation-scaled oscillatorRelative Strength Index 2018Constructing the stiffness trend filter from moving-average holdsMoving average 2018The averaging kernel and the lagged trend gate are separate specificationsMoving average 2019A trend filter is not ready to compare until portfolio constraints are written downTrend filter 2019Brick sampling changes what a volatility envelope can showBollinger Bands 2019Volume-volatility parabola and signed-volume momentumOn-balance volume 2019Lookback, threshold, and position-capacity for a stiffness trend-filterMoving average 2019Building a smoothed Stochastic oscillator of the Relative Strength Index for Price-indicator divergence checksRelative Strength Index 2019Constructing a sell-relative-strength-index from the intrabar range ratioRelative Strength Index 2019Constructing nested regression projections as smoothersHull moving average