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Does anyone on the list have any public code that will take a fast fourir
transform of data and also the inverse fast fourir transform - in any
coding language. EXCEL can do it but I want something that can
be ported to a DLL.
I read with interest Dennis Meyers article in Futures Magazine about trading
the intraday S and P futures with the Fast Fourir transform and dsing walk
forward analysis.
I someone would like to join in such a project, please contact me.
Jim
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