Modeling Price Swings with Mathematical Functions for Short-Term Trades

I choose the number of MESA coefficients according to
https://sepwww.stanford.edu/data/media/public/docs/sep134/jim2/paper.pdf

For example,

Code:

$ perl -e 'my $numTradingDaysHw7thruHw0 = 100;
my $numCoeff = int(2 * $numTradingDaysHw7thruHw0 / log (2 * $numTradingDaysHw7thruHw0));
print "numTradingDaysHw7thruHw0 $numTradingDaysHw7thruHw0 numCoeff $numCoeff\n";'
numTradingDaysHw7thruHw0 100 numCoeff 37

And it's definitely not the holy grail.