Our time frequency analysis is a bespoke technique which utilises techniques from several scientific fields. In this article we explain some of the essential aspects of these charts for subscribers
This is very interesting. I use the terms “wavelets” for a different predictive method, which I have used over the years in my model.
I was screening Google for older entries using “wavelets” and came across yours, all the while as I was just waiting to receive a book on Hurst.
I love the coincidence, and I was so intrigued, I decided to join. Very intrigued still. I’ll continue to follow.
My handle on Twitter is 4xForecaster and the model I use is called Constant Rescaling Of Wavelets (C.R.O.W.) - Feel free to comment there, if ever interested as well.
Again, thank you and I’ll continue to follow through a well-worth paid membership here.
Thanks David! Very detailed intro! I have a small question if you have time to answer: generally speaking, should we use return or price as input to the time frequency analysis? Some claim using return gives better frequency information and some claim using price retains more memory, thereby gaining more predictability.
Thank you David,
This is very interesting. I use the terms “wavelets” for a different predictive method, which I have used over the years in my model.
I was screening Google for older entries using “wavelets” and came across yours, all the while as I was just waiting to receive a book on Hurst.
I love the coincidence, and I was so intrigued, I decided to join. Very intrigued still. I’ll continue to follow.
My handle on Twitter is 4xForecaster and the model I use is called Constant Rescaling Of Wavelets (C.R.O.W.) - Feel free to comment there, if ever interested as well.
Again, thank you and I’ll continue to follow through a well-worth paid membership here.
David Alcindor
Wyoming, USA
Thanks David! Very detailed intro! I have a small question if you have time to answer: generally speaking, should we use return or price as input to the time frequency analysis? Some claim using return gives better frequency information and some claim using price retains more memory, thereby gaining more predictability.