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> In any case, Bessel filters are known for not overshooting. The
> problem is, Bessel filters also have the gentlest roll-off in
> the frequency spectrum, losing more low-frequency information
> than you might want to lose, while not attenuating all the high
> frequency noise that you want to eliminate.
I think that's an inevitable tradeoff for realtime minimum phase
filters. If you're analyzing a set of static data, or you don't mind the
output lagging the input a lot, you can use so-called linear phase FIR
filters which, with enough taps, can achieve near brick wall performance
with no phase shift. But all those taps increase the realtime
calculation lag. For trading, calculation lag is as important as all the
other factors and that complicates things.
--
Dennis
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