Research topic129 readings
Cycles and spectral analysis
Cycles and spectral analysis within quantitative-models.
FieldQuantitative models1156 readingsThe registry
Entries in this field
The archive129 readings
Readings on this topic
1994Constructing frequency response from a three-stage filter cascade1994Preprocessing prices so Fourier peaks set moving-average lengths1994Constructing WAMI power and phase spectra1994Constructing labeled cycle lengths from FFT spectra1994Aliasing, leakage, and dominant-cycle reads from sampled prices1995Regime filters for a dominant long wave1995Constructing indicator lookbacks from Fourier spectra1995Constructing minimum tradable cycles from spectral noise1995Spectral whipsaw limits for a price-crossing average1996Constructing phase from a dominant-cycle sine and cosine pair1996Constructing market phase from dominant-cycle components1997Hidden horizon assumptions in dominant-cycle readings