Fast Fourier Transform · TradersWeek

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Output: Conditional forecast or research filter
Input: Ordered price, volume or breadth observations
Horizon: A defined sampling interval and lookback
Best use: Compare an explicit quantitative baseline with an out-of-sample result.

Input: Ordered price, volume or breadth observations.
Output: forecast.
Use boundary: Compare an explicit quantitative baseline with an out-of-sample result.

The graph3

How the method is built, and where it has been read

Depends on

Often reviewed together

Dominant cycle detection4 readings

Often reviewed together

Spectral analysis6 readings

Often reviewed together

Fourier analysis9 readings

Read in the archive17 readings

1982Building FFT spectra to size cycle filtersCycles and spectral analysis 1988Fourier cycle models break in major swingsCycles and spectral analysis 1988Constructing moving average filters from price Fast Fourier TransformsCycles and spectral analysis 1989Staging Fast Fourier construction under memory limitsCycles and spectral analysis 1993Constructing forecast inputs with moving averages, Fourier transforms and intermarket spreadsTime series and forecasting 1994Building dominant-cycle spectra with FFT preprocessingCycles and spectral analysis 1994Constructing a spreadsheet FFT power spectrum from daily pricesCycles and spectral analysis 1994Preprocessing prices so Fourier peaks set moving-average lengthsCycles and spectral analysis 1994Constructing labeled cycle lengths from FFT spectraCycles and spectral analysis 1999Fast Fourier Transform reconstruction is not a walk-forward decision toolCycles and spectral analysis 1999Walk-forward endpoint Fourier construction as a same-day mechanical procedureCycles and spectral analysis 2002Timing market cycles with finite impulse response filters and FFTCycles and spectral analysis 2002From the power spectrum to indicator windowsCycles and spectral analysis 2003Endpoint Fast Fourier Transform evaluation with walk-forward mechanical rulesCycles and spectral analysis 2004Constructing signal and noise from market waveformsCycles and spectral analysis 2012A two-stage case study in market cycle analysisCycles and spectral analysis 2015Whitening pink noise to build a near-zero-lag cycle oscillatorCycles and spectral analysis

This registry entry describes a research method. It is not investment advice and does not make a performance claim.