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Ivo:
>Thanks for the work, it's highly appreciated and very interesting.
You're welcome. I hope it's of use to someone.
A whole month and a half I spent figuring that stuff out, and all
because I was looking for a way to extract noise from a signal. At
first I thought I'd just smooth the prices with a low-pass filter,
shift the smoothed output so that it doesn't lag, and subtract it
from the original prices. After some experimentation I realized
that this is just a crude high-pass filter, so I set about looking
for actual high-pass filters, and the result is what I posted.
--
,|___ Alex Matulich -- alex@xxxxxxxxxxxxxx
// +__> Director of Research and Development
// \
// __) Unicorn Research Corporation -- http://unicorn.us.com
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