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16
votes
5answers
5k views

How to identify technical analysis chart patterns algorithmically?

I'm working on a small application that will provide some charts and graphs to be used for technical analysis. I'm new to TA but I'm wondering if there is a way to algorithmically identify the ...
8
votes
5answers
1k views

How can I quantitatively test the validity of momentum indicators?

I am learning about quantitative finance, and I am struck by how different it is from the techniques that make it into magazines and TV, particularly technical analysis. Specifically, if they say an ...
6
votes
5answers
658 views

Indicators and research for stress-based investment strategies

In reference to this paper: Can risk aversion indicators anticipate ļ¬nancial crises? and the investable UBS Risk Adjusted Dynamic Alpha Strategy: ...
5
votes
4answers
2k views

Library of basic indicators

I am looking to start developing a trend following strategy and have been looking to do something in either C# or Java and wondered if there was a library or framework out there that would make ...