Research method
Z-score normalization
Z-score normalization is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Conditional forecast or research filter
- Input
- Ordered price, volume or breadth observations
- Horizon
- A defined sampling interval and lookback
- Best use
- Compare an explicit quantitative baseline with an out-of-sample result.
- Input: Ordered price, volume or breadth observations.
- Output: forecast.
- Use boundary: Compare an explicit quantitative baseline with an out-of-sample result.
The archive
Where the method has been read
Read in the archive11 readings
1991Constructing standardized sentiment trend filters1995Market z-score residuals for style pair construction1995Constructing scaled z-score normalization for model inputs1996Normalize price and volume onto a common scale2001Constructing pair spreads with z-score triggers2003Zigzag target zones from a normalized deviation oscillator2003Constructing price z-scores with dual averages and bands2003Rebuilding band distance as a z-score crossover2005Constructing a z-score scored range-breakout filter2006Constructing a trend system from Bollinger Bands and z-scores2011How an adjustable-bands z-test resizes the no-trade zone
This registry entry describes a research method. It is not investment advice and does not make a performance claim.