Hacking the Uncertainty Principle: Time Frequency
Wavelet convolution is a powerful signal processing tool, used on Sigma-L to examine cycles in markets that are changing in power and frequency over time. We look at some of the key features
Time Frequency Analysis and the FFT
Time frequency analysis and the fast Fourier transform (FFT) are two approaches used to analyse the frequency content of a signal. Financial markets can be thought of as noisy signals, a time series that is assumed to be composed of a number of periodic functions and random components. Time frequency analysis allows fo…