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Buy side techniques such as machine learning might be useful but i have not seen any trader applying this method. (see market wizards book series) Some tried but stopped using. Larry Williams, and seasonal, cyclical traders are using patterns based on month of day, days of week etc... you can analyze them as well. There is also best know 6 months of year ...


There are many ways to calculate the volatility. timeframe does not metter. it can be monthly quarterly or daily data. You can call them as volatility metrics. Volatility Metrics Volatility is the degree of trading price over a specific time window. Historical volatility is the degree of price changes of past market prices.Volatility indicates the risk ...


I second Tibshirani's book. There is an another edition you can download free on internet : http://www-bcf.usc.edu/~gareth/ISL/


The classic text for machine learning is 'The Elements of Statistical Learning' by Tibshirani et al. I believe the term "data mining" is often used synonymously with "machine learning".

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