Short term trading method

MACD
http://www.cmoney.tw/learn/course/technicals/topic/750

EMA definition:
https://baike.baidu.com/item/EMA/12646151
XAverage

LMA: low-pass filter
SMA: high-pass filter

Steve W.Smith: Digital Signal Processing

EMA is the best~**

Sharpe Ratio?


volatility
%Range = (MAX - MIN)/((MAX+MIN)/2)*100
%Range/stdev

Session Volume as % of shares outstanding
shares/TXN ratio: cumulative

Cluster analysis
Tightness, proximity, closeness of similarity on the properties, metrics or traits of your choice

Stock personsality clusters


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