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- edgetrading
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Price based forecasting features?
Hello,I am trying to get a list of purely price based indicators for stock and index returns. I am only interested in features that are statistically significant, rather than all the unproven/unprovable claims found in most technical analysis publications.So far I found research describing: - 1-2 month reversals - 3-12 month momentum - 2-5 year reversals - proximity to 52 week highs, both in terms of price and time - increasing/decreasing volatilityAre there any other features that I should be considering?