12 May
2010
12 May
'10
5:05 p.m.
On Wed, May 12, 2010 at 2:09 AM, Chris Cannam
<cannam(a)all-day-breakfast.com> wrote:
On Wed, May 12, 2010 at 2:00 AM, Mark Knecht
<markknecht(a)gmail.com> wrote:
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
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