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Well, you want a simple solution to a pretty complex issue. There is
no single dominant cycle for any market or everybody would have become
gazillionaires already, this is what I believe anyway. First I'd
suggest something like this: http://www.dspguide.com/ This enables you
to get familiar with Fourier' transform and various formulas for it.
Then you need to get some software that performs Fourier' transform,
or write it yourself (not difficult, really). When you start plotting
frequency spectrums of market data, you'll see that there is really no
single most "important" cycle in any market, but also allows you to
start seeing (and thinking) what components really are there that can
be used for making a profit.
Best regards,
Ivo Karindi
ivo@xxxxxxxxx
TC> Hi!
TC> Does anyone know of a piece of software that will let you take say, 30 years
TC> of commodity data and derive one or two dominant cycles and amplitudes
TC> that 'fit' the data best? I am not looking for a 'system', just basic
TC> analytical software that can try many different time cycle combinations
TC> until it finds the best fits to approximate the data curve - then REPORT (if
TC> available) the phase, amplitude and length of these cycles...
TC> I asked a friend of mine who said:
TC> "I remember downloading from some web site software that would extract the
TC> top N cycles from a time series and then superimpose that result over the
TC> original series. Can't recall where I found it. Try Google on the
TC> keywords..." He said it used a text data file and was Windows based.
TC> I tried a search and found nothing. I use TS 4.0 and Dial Data EOD data -
TC> would be nice if it were compatible with TS 4.0 OR even a stand alone
TC> Windows based or DOS version would be fine!
TC> I realize this is a form of optimization, (gag) but I wanted to speed up
TC> some new cycle grunt work I'm doing by hand...
TC> Thanks!
TC> Tom Cathey
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