GENERAL OVERVIEW Price Scenarios - The Quant Science is a quantitative statistical indicator that provides a forecast probability about future prices moving using the mathematical-statistical formula of statistical probability and expected value. HOW TO USE The indicator displays arrow-shaped signals that represent the probable future price movement...
Another useful indicator is here! Kalman Filter is a quantitative tool created by Rudolf E. Kalman. In the case of trading, it can help smooth out the price data that traders observe, making it easier to identify underlying trends. The Kalman Filter is particularly useful for handling price data that is noisy and unpredictable. As an adaptive-based algorithm, it...
It's the latest proprietary grid algorithm developed by our team. This software represents a clearer and more comprehensive modernization of the deprecated Hulk Grid Algorithm. In this new release, we have optimized the source code architecture and investment logic, which we will describe in detail below. Overview Hulk Grid Algorithm V2 is designed to...
Valuation is the analytical process of determining the current (or projected) worth of an asset or a company. There are many techniques used for doing a valuation. An analyst placing a value on a company looks at the business's management, the composition of its capital structure, the prospect of future earnings, and the market value of its assets, among other...
Hey there! I've been diving into the book "Paul Wilmott on Quantitative Finance," and I stumbled upon this cool model for calculating and modeling returns. Basically, it helps us figure out how much a price has changed over a set number of periods—I like to use 20 periods as a default. Once we get that rate of change value, we crunch some numbers to find the...
Ratio To Average - The Quant Science is a quantitative indicator that calculates the percentage ratio of the market price in relation to a reference average. The indicator allows the calculation of the ratio using four different types of averages: SMA, EMA, WMA, and HMA. The ratio is represented by a series of histograms that highlight periods when the ratio is...
Well to be honest I don't know what to name this indicator lol. But anyway, here is my another original work! Gonna give some background of why I create this indicator, it's all pretty much a coincidence when I'm learning about time series analysis. _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ Well, the formula of Auto-covariance...
This script calculates the average deviation of the source data from the linear regression. When used with the indicator, it can plot the data line and display various pieces of information, including the maximum average dispersion around the linear regression. The code includes various user configurations, allowing for the specification of the start and end...
This script is a quantitative price forecasting indicator that forecasts price changes for a given asset. The model aims to forecast future prices by analyzing past data within a selected time period. Mathematical probability is used to calculate whether starting from time X can lead to reaching prices Y1 and Y2. In this context, X represents the current...
Investment Strategy (Quantitative Trading) | 🛑 | Watch "LIVE" and 'COPY' this strategy in real time: 🔗 Link: www.tradingview.com Hello, welcome, feel free 🌹💐 Since the stone age to the most technological age, one thing has not changed, that which continues impress human beings the most, is the other human being! Deep down, it's...
Investment Strategy (Quantitative Trading) | 🛑 | Watch "LIVE" and 'COPY' this strategy in real time: 🔗 Link: www.tradingview.com Hello, welcome, feel free 🌹💐 Since the stone age to the most technological age, one thing has not changed, that which continues impress human beings the most, is the other human being! Deep down, it's...
This module can be integrate in your code strategy or indicator and will help you to calculate the percentage probability on specific event inside your strategy. The main goal is improve and simplify the workflow if you are trying to build a quantitative strategy or indicator based on statistics or reinforcement model. Logic The script made a simulation inside...
Statistical Correlation Algorithm - The Quant Science™ is a quantitative trading algorithm. ALGORITHM DESCRIPTION This algorithm analyses the correlation ratios between two assets. The main asset (on the chart), and the secondary asset (set by the user). Then apply the long or short trading strategy. The algorithm divides trading work into three parts: 1....
Yield Trend Indicator - The Quant Science™ is a quantitative indicator representing percentage yields and average percentage yields of three different assets. Percentage yields are fundamental data for all quantitative analysts. This indicator was created to offer immediate calculations and represent them through an indicator consisting of lines and columns....
Ethereum On Chain Data Indicator - The Quant Science™ is a quantitative indicator created for mid-long term analysis. The indicator uses quantitative statistics to recreate a model that represents the most important data from the on-chain analysis for the Ethereum blockchain. The on-chain data used to create this model are: 1. Total weekly transactions 2....
This tool is a quantitative tip for analysts who study volumes or create volume based trading strategies. Like all our projects, we start with a statistical logic to which we add coding logic. This indicator can save a huge amount of time in calculating the variation of volume between sessions . How it work The indicator calculates the difference between...
In this script we take all of the prime numbers up to 100 and plot them as olive lines and then consider the distance between two adjacent plots and color code these distances with the fill function. This allows us to find higher and lower prime gaps allowing us to make much more informed decisions on our risk reward for a given trade and the levels where we...
A super simple yet elegant indicator, "ALMA Physics" calculates the derivatives of the Arnaud Legoux Moving Average (ALMA) with respect to Time. Both the ALMA parameters and the time variable can be modified in the indicator's settings. derivatives "physics": Blue - ALMA Velocity (dALMA / dt) Magenta - ALMA Acceleration (d_Velocity / dt) White - ALMA Jerk...