V.4:8 (319-320): Detecting hidden signals by Clifford J. Sherry, Ph.D.
Product Description
Detecting hidden signals by Clifford J. Sherry, Ph.D.
Do you have a signal, such as a particular pattern of price movements, that is buried in noise like random fluctuations or seasonal trends? If you believe this signal is time-locked to some internal event, like a particular pattern of price changes, or an external event, like the beginning of a trading week or month, you may be able to use a relatively powerful technique called averaging to detect your signal. Averaging is done with a special-purpose computer and is used in such disciplines as neurophysiology or electrical engineering to detect a signal buried in noise.
You can use this technique on raw prices, price changes, or categories of prices or price changes. For the purpose of illustration, I will use categories of price changes as the data. The technique used to establish the categories is described in the April 1986 issue of Stocks & Commodities ("Detecting a Dependent Process").
Do you have a signal, such as a particular pattern of price movements, that is buried in noise like random fluctuations or seasonal trends? If you believe this signal is time-locked to some internal event, like a particular pattern of price changes, or an external event, like the beginning of a trading week or month, you may be able to use a relatively powerful technique called averaging to detect your signal. Averaging is done with a special-purpose computer and is used in such disciplines as neurophysiology or electrical engineering to detect a signal buried in noise.
You can use this technique on raw prices, price changes, or categories of prices or price changes. For the purpose of illustration, I will use categories of price changes as the data. The technique used to establish the categories is described in the April 1986 issue of Stocks & Commodities ("Detecting a Dependent Process").
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