6 votes

How to identify technical analysis chart patterns algorithmically?

One idea is Dynamic time warping (DTW). There is an R package for that: dtw Here is the vignette:Computing and Visualizing Dynamic Time Warping Alignments in R: The dtw Packageby Toni Giorgino And ...
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  • 27k
4 votes
Accepted

Aren't Technical Indicators calculated on Adjusted Close Price?

As can be seen from this example from Yahoo!Finance this should not happen (click on "+ The adjusted close"): https://help.yahoo.com/kb/finance/SLN2311.html?impressions=true Another more complete ...
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  • 27k
3 votes

To what degree does computational complexity affect the pricing of options?

Caveat - I am a finance person only recently exposed to theory of computation and complexity so this will be more finance and less CS. The computational difficulty of option pricing is relatively ...
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  • 448
2 votes

Usage of Bollinger bands

A different approach to the more usual algo approach here, Bollinger Bands are a measure of the volatility, differences between buyers and sellers. So as either buyers or sellers are bought/sold out ...
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  • 161
2 votes

How to normalize technical indicators for machine learning?

This depends on what ML you are using. For example, random forest is extremely resilient and doesn't require much normalisation of inputs to produce good outputs. However, RNN is extremely sensitive ...
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  • 607
2 votes
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Program/library to generate many technical indicators given a series of stock prices

From http://qr.ae/TbcrXL: Phil Newton's answer: Most modern charting packages can do this. Meta trader. Ninja trader. Multi Charts. Tradestation. Naoya Yamaguchi's answer: And ...
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2 votes
Accepted

What is a technical value?

In conventional parlance, fundamental values would refer to data about the stock's financials, i.e. the data contained in the financial statements. Examples could be the cash flow, assets, liabilities ...
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2 votes

Is there any good research on support and resistance?

S&R levels can be obtained quite easily. However, you will not find this data in most references. Professional day traders use value areas from the previous day as well a forming value areas in ...
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1 vote
Accepted

To what degree does computational complexity affect the pricing of options?

You want to stay away from this as a student for a project, even if you are a doctoral student. If you want to tackle this a doctoral student, then I would love to completely consume every moment of ...
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  • 4,105
1 vote

Program/library to generate many technical indicators given a series of stock prices

I did the search by myself some time ago and couldn't find much that is readily available (in the sense that you can directly use it in a Python program, say). The closest I found find is the ...
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  • 308
1 vote

Is there any good research on support and resistance?

Do not concur with the paradigm behind this thinking: "The problem is, a random process will consistently generate lots and lots of S&R levels, and you can be 100% sure that those S&R levels ...
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1 vote

How to normalize technical indicators for machine learning?

There are a couple of good papers on this but my favorite are Predicting stock market index using fusion of machine learning techniques and Predicting stock and stock price index movement using Trend ...
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