Posts Tagged ‘ FFT (Fast Fourier Transform) of time series — promises and pitfalls towards trading ’

FFT (Fast Fourier Transform) of time series — promises and pitfalls towards trading

February 24, 2010
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FFT (Fast Fourier Transform) of time series  — promises and pitfalls towards trading

Fig 1. FFT transformed time series (EBAY) reconstructed with first three and twenty harmonics, respectively.I see quite a few traders interested in advanced signal processing techniques. It is often instructive to see why they may or may not be useful....

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