Rocket Science for Traders: Digital Signal Processing Applications

Front Cover
John Wiley & Sons, Jul 30, 2001 - Business & Economics - 264 pages
Predict the future more accurately in today's difficult trading times
The Holy Grail of trading is knowing what the markets will do next. Technical analysis is the art of predicting the market based on tested systems. Some systems work well when markets are "trending," and some work well when they are "cycling," going neither up nor down, but sideways. In Trading with Signal Analysis, noted technical analyst John Ehlers applies his engineering expertise to develop techniques that predict the future more accurately in these times that are otherwise so difficult to trade. Since cycles and trends exist in every time horizon, these methods are useful even in the strongest bull--or bear--market.
John F. Ehlers (Goleta, CA) speaks internationally on the subject of cycles in the market and has expanded the scope of his contributions to technical analysis through the application of scientific digital signal processing techniques.
 

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Contents

INTRODUCTION TO THE SCIENCE OF DIGITAL SIGNAL ANALYSIS
1
MARKET MODES
9
MOVING AVERAGES
17
MOMENTUM FUNCTIONS
33
COMPLEX VARIABLES
41
HUBERT TRANSFORMS
51
MEASURING CYCLE PERIODS
63
SIGNALTONOISE RATIO
79
TRANSFORM ARITHMETIC
131
FINITE IMPULSE RESPONSE FILTERS
143
INFINITE IMPULSE RESPONSE FILTERS
151
REMOVING LAG
167
MAMATHE MOTHER OF ADAPTIVE MOVING AVERAGES
177
EHLERS FILTERS
185
MEASURING MARKET SPECTRA
197
OPTIMUM PREDICTIVE FILTERS
205

THE SINEWAVE INDICATOR
95
THE INSTANTANEOUS TRENDLINE
107
IDENTIFYING MARKET MODES
113
DESIGNING A PROFITABLE TRADING SYSTEM
119
WHAT YOU SEE IS WHAT YOU GET
215
MAKING STANDARD INDICATORS ADAPTIVE
227
SPLASH DOWN
239
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About the author (2001)

JOHN F. EHLERS received his BSEE and MSEE from the University of Missouri and did his doctoral work at the George Washington University, majoring in fields and waves and minoring in information theory. A private trader since 1976, he is currently President of MESA Software (www.mesasoftware.com) and has written a previous book, MESA and Trading Market Cycles, as well as numerous articles for Futures and Technical Analysis of Stocks & Commodities magazines. He has now expanded the scope of his contributions to technical analysis through the application of scientific digital signal processing techniques.

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