Something a Little Different..
This short video, presented with no commentary, shows some of the techniques that we use to identify periodic components in financial markets with our new (heavily alpha!) app. Most notably a time frequency analysis and the useful microscope it provides for insight into the world of financial market price motion.
In this example we look at the ‘nominal’ 40 week, 20 week and 80 day components in popular precious metals, at the daily timeframe. The start of the video explores the longest component, using a composite (time domain average) of gold, silver, platinum and palladium. Note the commonality of components between these at the longer timeframe. We examine phase clustering, detailing which components that are troughing or peaking have the most power (magnitude) across the bandwidth of frequencies specified - useful for nailing down the magnitude of wave features.
We then go on to look at the 20 week component, which has been quite coherent in all the pre…
