'Finding probabilities of patterns in asset price movements based on multiple variables
I am seeking a method to allow me to analyse/search for patterns in asset price movements using 5 variables that move and change with price (from historical data).
I'd like to be able to assign a probability to a forecasted price move when for example, var1 and var2 do this and var3..5 do this, then price should do this with x amount of certainty.
Q1: Could someone point me in the right direction as to what framework / technique can help me achieve this?
Q2: Would this be a multivariate continuous random series analysis?
Q3: A Hidden Markov modelling?
Q4: Or perhaps is it a data-mining problem?
I'm looking for what rather then how.
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