Wavelets Are Next
Posted on September 19th, 2009
Written by Richard
Posted in: N/A (old archives)
Once I’ve finished talking about the EMA and a couple variations on the EMA, I’ll move on to some basic applications of wavelets in the trading world. I had done work with wavelet analysis for music (de)composition in college, and have always intended to apply some of those techniques to market data. I just haven’t gotten around to it, until now.
But, as with most things I’ve done in the past, I never got a thorough understanding of what I was up to… I just skimmed forward to parts I could try to code. So, I’m correcting that now. I’ve ordered An Introduction to Wavelets and Other Filtering Methods in Finance and Economics, and am also looking at Wavelet Methods for Time Series Analysis. Anyone have any experience with either of those books?
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© 2010 Richard Todd. I am not a financial advisor, and nothing on the site should be considered investment advice or actionable recommendations. I'm just an individual, saying what I think, and sharing my experiences.