What is Average True Range? The Average True Range is a technical analysis indicator, originally developed by J. Welles Wilder. ATR does not provide indication about price trend. Instead, it measures the market volatility for ...
What is Sharpe Ratio? The Sharpe ratio was developed by William F. Sharpe, a Nobel laureate, to help investors understand the return on an investment in relation to its risk. The ratio measures the return earned in exce ...
I am a newbie for quant trading, and I am very interested to start a career in this field. Appreciate if anyone can share some good reference books here. ...
What is Relative Strength Index? The relative strength index (RSI) is a technical indicator for financial market analysis. By measuring the magnitude of recent price changes, it evaluates the over-bought or over-sold conditions of ...
What is an Autoregressive Model? An autoregressive (AR) model predicts future behavior based on past results. It is used for forecasting when there is some correlation between values in a time series and the values that precede an ...
As title, how can I statistically test whether a given price series is random or not? Appreciated if anyone can share some reference/ programming code. PS: I don ...
