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Message text written by INTERNET:clydelee@xxxxxxx
>Paul,
In the first place let's not confuse FFT and Fourier Analysis. FFT is just
a method and not a theory.
I agree with the idea of "discussion" but it seems such things are
generally just that and NO real evidence to back up peoples ideas.
I offer mine for people to examine as they will on whatever data they will
and hope that we will get some feedback and comparisons but so far
practically none --
Since I am so closely related to the method I don't feel I can give an
unbiased opinion on the subject.
Clyde
<
Well Cylde, I got sucked into that one. I did confuse FFT and Fourier
Analysis.
However, as far as FFT goes, my understanding is that it does have some
serious limitations as it applies to futures and stocks. That is, the
sample period must contain at least 2 complete cycles, and that cycle must
remain stable over the sample period.
As you seem quite familiar with Fourier Analysis, how about a biased
opinion on the subject?
Regards,
Paul Weston
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