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Murtagh



PureBytes Links

Trading Reference Links

Thanks for your email

Yes ... Prof Murtagh is the same guy ... same ideas ... that was programmed
into the Wavelet xla  (A-trous stuff)

The VBA code is much easier to understand than the papers or the web sites,
especially the denoise parts. Very confusing when you first see it in
action.

Don't forget to open the worksheet in the xla. It has all of the VBA
calculations on the "temp" sheet. Change "IsAdd-In" from True to False.

To others that wrote

No, there are no indicator workshops on using advanced indicators in
trading. No one to make them concrete for you. So trying to "get to the
point" is not going to help you.

However Ross Kovacs' post on this List mentioned "stationarity" ... that's a
good place to start. Also time series data.. Here's a list of programs to
show you how big this field is. Start with the "E's" ... Expo and Excel <G>
also Dataplore

http://www.econ.vu.nl/econometriclinks/software.html

Best regards

Walter