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Avgerage Correlation
by Vangelis M., uploaded several months ago

This item has been updated on June 5 2014 to compute correlation of daily returns.

Example: a=AvgCorrelation("SPY,TLT,GLD",100) ;
b=AvgCorrelation("SPY,IWM.QQQ",100);
...

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 Indicator 
Basic
Sentiment Measure Using ETF Sector Correlations
by bug man, uploaded several months ago

By measuring and averaging intercorrelation between different assets, you can create a market sentiment indicator and add it in your trading arsenal.

The sentiment indicator you are about to download calculates the average intercorrelation between two or more securities. In mathematical terms, it takes a security, calculates the 10-bar correlation with...

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 Indicator 
Basic
VWAP - Volume-Weighted Average Price
by Brian Brown, uploaded several months ago

The VWAP or volume-weighted average price measures the average traded price of a stock over a trading period. It is the ratio of the asset price to total volume traded over a particular period.
This VWAP indicator should be applied to intraday data. It sums the product of the price and...

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 Indicator 
Basic
Predict financial and stock markets with textual analysis
by QuantShare, uploaded several months ago

Textual analysis in financial markets consists of analyzing text data (news, tweets...) in order to determine the general sentiment of the market and predict its direction. The easiest technique to detect the sentiment of a news release or a tweet is by counting the number of positive words and subtracting...
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Basic
Coefficient of Determination - R Squared - Time-Series Prediction
by The trader, uploaded several months ago

In statistics, the coefficient of determination represents the strength of the relationship or the portion of common variation in two time-series or variables. It is a statistical measure of how well the regression line approximates the real values.


The coefficient of determination or RČ is mainly used to analyze how well...

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 Indicator 
Basic
Word Occurrence in News Titles - Quantitative Trading Analysis
by The trader, uploaded several months ago



"GetField" is a function that gets a word among a list of words given an index provided as parameter to the function.
The function is mainly used in quantitative trading to optimize News driven trading systems and it works as follows:
...

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 Indicator 
Basic
Historical Stock Market News
by The trader, uploaded several months ago

Two years ago, I have created a stock market news downloader that gets news data for U.S stocks from an RSS feed provided by Google.

This item downloads the last 10 news items and stores them in a custom database whose name is "google_news". You can get this trading item here...

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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.