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Strategies & Market Trends : Systems, Strategies and Resources for Trading Futures

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To: GROUND ZERO™ who wrote (12299)	1/10/1999 3:09:00 PM
From: jjs_ynot	Read Replies (1) of 44573

I thought you might have heard of them. Fourier Analysis is a way of analyzing a time series of day to get the dominant time cycles. A Kalman Filter is a technique to estimate the best current value of a parameter from noisy measurement data. It is used extensively in tracking sensors and missile guidance. I have not seen either successfully applied to the market. I don't know if anyone has worked the problem that much. I did find one person who was supposedly successful with Fourier techniques, but not enough information was available to back test the truth of the claim. I was curious more than anything.

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