[LAU] [Sort of OT] Ringing in filters

[Mark Knecht]

On Wed, May 12, 2010 at 2:09 AM, Chris Cannam
<cannam at all-day-breakfast.com> wrote:
> On Wed, May 12, 2010 at 2:00 AM, Mark Knecht <markknecht at gmail.com> wrote:
>> This topic is, for me, mainly about learning something about the topic
>> of DSP and then applying it to something a bit different. It has
>> application, I think, to stock market trading, but at the same time
>> I've run across a few papers here and there talking about 'listening'
>> to the stock market - converting what's going on into audio to then
>> viewing the market from another perspective.
>
> I have a vague recollection that Thomas Cavicchi's DSP book opens with
> a treatment of stock market data.  Can't remember to what purpose,
> though...
>
>
> Chris
>

One simple usage is replacing old-style indicators such as moving
averages with DSP low pass filters. Whereas a moving average requires
summing say the last 50, 80, 100 bars of data and then dividing by the
number of bars summed, you can do a two pole low-pass filter by
setting up a couple of coefficients and then looking at only the last
3 bars.

Thanks for the title reference. Too expensive to buy but maybe I can
find a copy at the library.

- Mark