Sp500 Technical indicators

1. Trend indicators

Are in some kind moving with the price.

• All kind of moving averages
  SMA – simple moving average, EMA - exponential moving average, DEMA - double exponential moving average, KAMA - Kaufman’s moving adaptive average)
• BB (Bolinger Bands)
  SMA + - std. Upper (+std) and lower (-std)
• Regression (least squares)
• Keltner Channel
• Acceleration Bands
• Heikin Ashi (Better candle stick)
• Donchian Channel

2. Oscillators (Fixed range)

Oscillate in the fixed range

• RSI
  in 0-100 range
• Stochastic RSI
  in 0-100 range
• Stochastic
  in 0-100 range
• Balance of power
  in (-1, 1) range
• Ultimate oscillator
  in 0 - 100 range
• %R Williams
  in -100 0 range

3. Oscillator

Oscillate in range which is not fixed or is fixed from the one side.

• ATR (Average True Range)
• Awesome oscillator
• RVI (relative vigor index)
• MACD (moving average convergence divergence)
• CCI (Commodity Channel index)
• Relative Standard deviation for x_i: σ_i=√((∑▒〖(x-μ)〗^2 )/N)/x_i * 100

4. Volume indicators

Are based on the traded volume

• OBV (on-Balance Volume)
• CMF (Chaikin Money Flow)
• Klinger Oscillator
• Money Flow index
• Negative Volume Index
• Price Volume
• A/D Oscillator
• Ease of movement

5. Other

• PSAR (Parabolic SAR)
• Standard Deviation
• ICHIMOKU clouds Some of Clouds are for the future values (no idea how to use it in the model)
• Indicator based on other indicator For example RSI of something Moving average of something

6. Based on the Option Market

Some Put/Call
We can calculate prices of options
Put/Call ratios

7. Based on stocks in SP500

• Financial Statement Analysis
• Ratios (used for single company but we could try to wage them across all stocks from the index)
• • Liquidity
• • Profitability
• • Solvency
• • Turnover
• • Earnings
• • • P/E
• Different sectors wages across SP500 index
• • Tech stocks
• • Energy stocks
• Stocks info
• • % of stocks above 200 SMA
• • % of stocks up/down day
• • etc.

8. Based on information outside OHLCV

• VIX
  could work very well
• Dollar strength index
• Macroeconomic data
• • Inflation
• • • CPI, PPI
• • Interest rates
• • PMI
• • PPI
• Sentiment indexes
• • fear and greed index
• Bond Market
• • Should be better then Interest rates as its market traded