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Quantitative Research
Time Series
Deep Adaptive Input Normalization
Time Series Anomaly Detection
Installing Merlion
Anomaly Detection with Salesforce Merlion Package - Unsupervised anomaly detection
Anomaly Detection with Salesforce Merlion Package - Unsupervised learning with Isolation Forest, VAE, and Ensemble
Technical Analysis
Predicting regime shift in time series data - Literature review
Kaggle Competitions
Kaggle Time Series Competitions and Solutions (1)
Temporal covariate shift
Regime Shift
Predicting regime shift in time series data - Literature review
Markov switching dynamic regression models
Time series data split for cross validation
A comparison of machine learning model validation schemes for non-stationary time series data
Portfolio Management
Portfolio Optimization
Technical Indicators
Awesome Oscillator (AO)
FRAMA - Fractal Adaptive Moving Average
VAMA - A New Adaptive Moving Average
Bollinger Bands Introduction
Moving Average Convergence/Divergence (MACD)
Relative Strength Index (RSI), Stochastic RSI (STOCH RSI), Inverse Fisher Transform applied on RSI (IFT RSI)
Commodity Channel Index (CCI)
Williams %R (%R)
Money Flow Index (MFI)
Chaikin Money Flow (CMF)
Chaikin Oscillator
Connors RSI (CRSI)
Coppock Curve
Choppiness Index (CHOP)
Keltner Channels (KC)
Chande Momentum Oscillator (CMO)
Average Directional Index (ADX)
Dynamic Momentum Index (DYMI)
The Vortex Indicator
Ichimoku Cloud
Value Chart
Wave PM (Whistler Active Volatility Energy Price Mass)
Exponential Deviation Bands
Schaff Trend Cycle (Oscillator)
Kaufman Efficiency Ratio
RSMK
KDJ
XSII
Donchian Channel
Tom Demark Indicator (Magic 9)
ASI
Psychological Line (PSY)
Bull Power and Bear Power (Elder-Ray Index)
John Ehlers's Decycler Oscillator
BRAR
BBI
MAMA - MESA Adaptive Moving Average
Relative Strength Moving Averages (RS_EMA)
The Relative Strength Volatility-Adjusted Exponential Moving Average (RS VolatAdj EMA)
Stochastic Moving Average Convergence/Divergence (MACD)
Hann windowed finite impulse response filter (FIR) Windowing
An Improved Directional Movement Indicator (DMH)
Relative Strength Moving Averages With Hann Windowing (RSIH)
Moving average bands (MAB) and moving average band width (MABW)
Detecting High-Volume Breakouts - Volume Positive Negative (VPN)
MADH (moving average difference with Hann)
Volume-Weighted Moving Average Convergence/Divergence (VW_MACD)
Adaptive price zone (APZ)
Aroon
Chaikin Money Flow (CMF)
MACD-V - Volatility Normalised Momentum
The Relative Strength Volume-Adjusted Exponential Moving Average (RS VA EMA)
True Range Adjusted Exponential Moving Average (TRAdj EMA)
The Breakout Relative Strength Index (BRSI) by Howard Wang
Measuring Overbought And Oversold - Greed And Fear Index (GFI)
Strategies & Backtests
Backtesting A Mean-Reversion Strategy In Python
Combining Bollinger Bands With Candlesticks
Adaptive Moving Averages
Detecting High-Volume Breakouts - volume positive negative (VPN)
Moving average bands (MAB) and moving average band width (MABW)
A Candlestick Strategy With Soldiers And Crows
Weekly & Daily MACD
Short-Term Continuation And Reversal Signals - DMI Continuation Signals and CCI Reversal Signals
Combine Stochastic MACD, RS EMA, and RS VolatAdj EMA
Time Series
Technical Analysis
Technical Analysis
Table of contents
Predicting regime shift in time series data - Literature review