Volume Weighted Average Price from Intra-Daily Data by Semin Ibisevic

Retrieves the VWAP from intra-daily data of Google Finance (vwap, data, average)

getHistoricalIntraDayStockPrice(ticker,exchange,interval,pe...

getUniqueDayElements(dates, input)

getVWAP(price, volume, dates)

Parabolic SAR by Martin Kolar

calculates Parabolic SAR given high and low (indicator, technical, finance)

sar(high, low)

Predictability of short horizon stock index returns and international markets efficiency by Anis Ben Hassen

weak form markets efficiency tests eleborated within this article (whitepaper, article, paper)