Rocket Science for Traders

Digital Signal Processing Applications

AvJohn F. Ehlers

Inbunden, Engelska, 2001

Del 112 i serien Wiley Trading

825 kr

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Beskrivning

Predict the future more accurately in today's difficult trading timesThe Holy Grail of trading is knowing what the markets will do next. Technical analysis is the art of predicting the market based on tested systems. Some systems work well when markets are "trending," and some work well when they are "cycling," going neither up nor down, but sideways. In Trading with Signal Analysis, noted technical analyst John Ehlers applies his engineering expertise to develop techniques that predict the future more accurately in these times that are otherwise so difficult to trade. Since cycles and trends exist in every time horizon, these methods are useful even in the strongest bull--or bear--market.John F. Ehlers (Goleta, CA) speaks internationally on the subject of cycles in the market and has expanded the scope of his contributions to technical analysis through the application of scientific digital signal processing techniques.

Produktinformation

Utgivningsdatum:2001-08-15
Mått:157 x 236 x 22 mm
Vikt:547 g
Format:Inbunden
Språk:Engelska
Serie:Wiley Trading
Antal sidor:272
Förlag:John Wiley & Sons Inc
ISBN:9780471405672

Utforska kategorier

Finansiering inom Ekonomi och Ledarskap

Mer om författaren

JOHN F. EHLERS received his BSEE and MSEE from the University of Missouri and did his doctoral work at the George Washington University, majoring in fields and waves and minoring in information theory. A private trader since 1976, he is currently President of MESA Software (www.mesasoftware.com) and has written a previous book, MESA and Trading Market Cycles, as well as numerous articles for Futures and Technical Analysis of Stocks & Commodities magazines. He has now expanded the scope of his contributions to technical analysis through the application of scientific digital signal processing techniques.

Innehållsförteckning

Introduction to the Science of Digital Signal Analysis. Market Modes. Moving Averages. Momentum Functions. Complex Variables. Hilbert Transforms. Measuring Cycle Periods. Signal-to-Noise Ratio. The Sinewave Indicator. The Instantaneous Trendline. Identifying Market Modes. Designing a Profitable Trading System. Transform Arithmetic. Finite Impulse Response Filters. Infinite Impulse Response Filters. Removing Lag. MAMA--The Mother of Adaptive Moving Averages. Ehlers Filters. Measuring Market Spectra. Optimum Predictive Filters. What You See Is What You Get. Making Standard Indicators Adaptive. Epilogue. For More Information. Glossary. Index.