Clyde
Fourier analysys and spectral analysis
(generally speaking) use dozen parameters, and each of them should be
optimized.
Just as an example, I have calculated
four spectrum based models with different parameters:
To get something close to reality, we
need to conduct a huge backtesting (BT) job.
Best regards.
Sergey.
----- Original Message -----
Sent: Friday, May 30, 2008 2:52
PM
Subject: Re: [RT] Re: S&P short
term Direction
And here is what the Fourier analysis/synthesis
says
Yellow line is sum of cycles and 21 bar LR
Clyde
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Clyde Lee
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----- Original Message -----
Sent: Friday, May 30, 2008 12:45
PM
Subject: RE: [RT] Re: S&P short
term Direction
Very, very interesting. The last 2 years looks time-shifted by
approx. 3 months...
i.e. the market appears to now anticipate the 20 year cycle and act
3 months in advance.
Best
regards.
Sergey.
----- Original Message -----
Sent: Friday, May 30, 2008 12:49
PM
Subject: [RT] Re: S&P short
term Direction
This coincides with seasonal factors - long till 3-rd or 4-th of
the
month. After that "sell in May" maybe to
Sept.
Michael.
--- In realtraders@yahoogroups.com,
"Ron Cernokus" <roncer@xxx> wrote:
>
> I have a
turning points for June 3rd and 4th but I am quite unclear
as to
current direction. We could be topping now?
>
> Comments
appreciated.
>
> Ron
>
