fast fourier transform
4 feeds in the directory cover this.
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Dekalog Blog
"Trading is statistics and time series analysis." This blog details my progress in developing a systematic trading system for use on the futures and forex markets, with discussion of the various indicators and other inputs used in the creation of the system. Also discussed are some of the issues/problems encountered during this development process. Within the blog posts there are links to other web pages that are/have been useful to me.
Connor Boyle
(Michael Chinen)
Klafyvel
Hugo Levy-Falk's web-page
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