Has anyone ever used or thought about using DSP in their strategies or even investigated using it? Regards, Splat
Without you going into precise 'secret' details which I can understand you wouldnt want to reveal, could you go into alittle more detail in how you implemented it within your strategies? Thanks again, Splat
IMHE (E=Experience) It is worthless unless you already know how to trade. What I have developed is helpful here and there, and does give me an isolated edge, but it is not worth its return to me. I went down this complex path a while back - it was almost a big waste of time. IMHO, Better off just learning to trade and leave the complex stuff behind. nitro
Thanks for your reply nitro. Appreciate it. When you say edge do you mean for example that it is effective in 'showing up' trends etc..? Regards, Imran
There are many different ways to use it - If I were to use it to trade, I would use it more to discover what is not so obvious (as the "trend") nitro
Splat, Probably the best known purveyor of signal processing applications to trading, at least for futures, is John Ehlers. His recent book, "Rocket Science for Traders - Digital Signal Processing for Traders" makes for interesting reading. It's quite challenging if you don't have the math background. He also has a book on MESA, with a new edition to be out soon. By the way, Ehlers' trading systems consistently appear in the top ten rated systems of Futures Truth. Richard
rickty: ------ Thanks for the tip on the book. I spent about $800 the other day on trading books. That was infact one of the books I ordered Should be able to understand it, hopefully. Sounds like you have the book. If you really do, what do you think of the book? Also are the techniques described in the book mainly for futures? nitro: ------ Thanks for the info mate but getting the info out of you is like getting blood out of a stone!! You dont reveal much do you Regards, Splat