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-----Original Message-----
From: dkomo@xxxxxxxx [mailto:dkomo@xxxxxxxx]
Sent: Wednesday, October 28, 1998 7:33 PM
To: TradeLab Mail List
Subject: Re: TL_Re: Matlab and Mathcad
znmeb@xxxxxxxxxxxx wrote:
>Unless you like to use digital filters, wavelets and FFT's in trading.
>There are metric TONS of free downloadable Matlab signal processing code
>available on the Internet from various universities. Some of us prefer not
>to have to convert this over to C, Visual Basic, or Excel if we can avoid
it.
How timely!
I just discovered and became interested in wavelets, particularly Daubechies
wavelets for
smoothing. I stumbled across a piece of free software called XploRe (that's
how they capitalize
the name) that does every imaginable kind of statistical and data analysis,
including wavelets.
Now I have a few questions, among which are:
Are there any DLLs that support wavelet smoothing suitable for use with
Tradelab/Tradestation?
Can the wavelet smoothing be done in realtime, kind of like a moving
average, or do you have to
always apply it to a static set of data of some minimum size?
Any good pointers to software or books will be appreciated.
Regards,
Glenn Crumpley
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