I use signal processing extensively. I find that most of what's written in the trading litterature is very basic (if not flat out wrong or sub-optimal). There is a huge amount of mathematically sound techniques dealing with finding trend, removing noise, general filtering under all types of conditions etc.
Ehlers book only really deals with finding dominant cycles, but for that, it's absolutely excellent.
Ehlers book only really deals with finding dominant cycles, but for that, it's absolutely excellent.
