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bio website tradency.com/en/Strategies/…
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age 30
visits member for 2 years, 1 month
seen Apr 13 at 18:51
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interested in signal processing for high frequency fx time series.


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, ..).