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CurveCorrelation CoefficientDarvas BoxDetrended Price OscillatorDisparity IndexDonchian ChannelDonchian WidthEase of MovementEhler Fisher TransformElder Force IndexElder Impulse SystemElder Ray IndexFractal Chaos BandsFractal Chaos OscillatorGator OscillatorGopalakrishnan Range IndexHigh Low BandsHigh Minus LowHighest...
Creating the formulaic alphas describe in the above paper, and Evaluating the predictive quality of the results using various metrics from rank correlation and mutual information to feature importance, SHAP values and Alphalens.About Code and resources for Machine Learning for Algorithmic Trading, 2nd ...
CurveCorrelation CoefficientDarvas BoxDetrended Price OscillatorDisparity IndexDonchian ChannelDonchian WidthEase of MovementEhler Fisher TransformElder Force IndexElder Impulse SystemElder Ray IndexFractal Chaos BandsFractal Chaos OscillatorGator OscillatorGopalakrishnan Range IndexHigh Low BandsHigh Minus LowHighest...
Kagi Line Break Renko Range Bars Point & Figure ADX/DMSATR BandsATR Trailing StopsAccumulation/DistributionAccumulative Swing IndexAlligatorAnchored VWAPAroonAroon OscillatorAverage True RangeAwesome OscillatorBalance of PowerBetaBollinger %bBollinger BandsBollinger BandwidthCenter Of GravityChaikin Money FlowChaik...