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age 31
visits member for 3 years, 5 months
seen Aug 11 at 9:25

interested in signal processing for univariate time series.


Aug
5
comment Which size of constant range bar gives the most persistent chart?
@ Alexander: Because there is a difference. A constant volume bar closes after a certain number of contracts have been traded (i.e. 1000), a constant range bar closes after price has covered a certain range (i.e. 10 pips in forex), regardless of volume.
Aug
4
awarded  Editor
Aug
4
revised Which size of constant range bar gives the most persistent chart?
added 4 characters in body
Aug
4
asked Which size of constant range bar gives the most persistent chart?
May
4
awarded  Teacher
Apr
28
answered What type of investor is willing to be short gamma?
Apr
28
answered Separating the wheat from the chaff: What quant methods separate skillful managers from lucky ones?
Mar
28
comment Digital Signal Processing in Trading
Hi fRed, which wavelet book did you use? Can you recommend a title?
Mar
28
comment Digital Signal Processing in Trading
Hi Jonathan, when you say: "There are some other bases that can be chosen that do better" which bases do you mean? I'm studying the subject now and haven't found anything useful in the usual suspects (Daub, Symm, ..).
Mar
28
awarded  Student
Mar
27
asked DSP: stationary non-periodic signal: what's the best causal technique?