Hello Renuka,
I don't have any experience of FTT - since no one else
offers any
tips here is the best I can do.
(I do use cycles and
waves but not in the way anyone else uses them -
at least not in the books
I have read so far).
Perry Kaufman has a chapter on cycle analysis in
his book 'New
Trading Systems and Methods' - it includes Kondratieff,
Trigonometric
analysis, Fourier, Fourier in Excel, Hilbert, Ehler, Fisher
- approx
a page or two on each.
I find he gives good brief
summaries of most things trading - not
really introductory - a more
intermediate or advanced interest is
assmumed - the content is enough to
whet the appetite and
thebibliography provides follow up
leads.
Also, if you do an advanced search in this forum - message body
contains "fourier transform" you will come up with some past
discussion and find the people who specialize in the topic e.g.
http://finance.groups.yahoo.com/group/amibroker/message/103614
Searching
this forum has its limitations but it can be very fruitful
when using
specific keyword searches e.g like searching for an AB
function by
name.
Hope that will get you started.
brian_z
--- In amibroker@xxxxxxxxxps.com,
renuka <pinkglassfairy@...> wrote:
>
> hi,
>
> can anyone tell me where i can learn abt FFT ...how to interpret it
i mean.
>
> thanx
>
>
> kmckiou
<kmckiou@xxx> wrote: 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
>
>
>
>
>
>
> Om namah shivay
>
>
>
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