Hi!
Has anyone used Fourier transforms (fft) to filter price data? I tried
the example provided in the description of fft and it worked as
expected, but it is not being used as a filter - it is just plotting
the dominant cycle. I suspect the necessary building blocks are present
in this example, but my knowledge of Fourier transforms is pretty weak,
so, I thought I would ask if anyone had
already coded a program to
filter price data using transforms before I started hacking about.
Thanks!
- Kevin