Using DSP

Splat · Feb 21, 2002

Has anyone ever used or thought about using DSP in
their strategies or even investigated using it?

Regards,

Splat

nitro · Feb 21, 2002

Has anyone ever used or thought about using DSP in
their strategies or even investigated using it?

Regards,

Splat

I have extensively.

nitro

Splat · Feb 21, 2002

Thanks for answering my question.

Regards

Splat

Splat · Feb 21, 2002

Without you going into precise 'secret' details which I can
understand you wouldnt want to reveal, could you go into
alittle more detail in how you implemented it within your
strategies?

Thanks again,

Splat

nitro · Feb 21, 2002

IMHE (E=Experience) It is worthless unless you already know how to trade. What I have developed is helpful here and there, and does give me an isolated edge, but it is not worth its return to me.

I went down this complex path a while back - it was almost a big waste of time.

IMHO, Better off just learning to trade and leave the complex stuff behind.

nitro

Splat · Feb 21, 2002

Thanks for your reply nitro. Appreciate it.

When you say edge do you mean for example that it
is effective in 'showing up' trends etc..?

Regards,

Imran

nitro · Feb 21, 2002

When you say edge do you mean for example that it
is effective in 'showing up' trends etc..?

There are many different ways to use it - If I were to use it to trade, I would use it more to discover what is not so obvious (as the "trend")

nitro

rickty · Feb 21, 2002

Splat,
Probably the best known purveyor of signal processing
applications to trading, at least for futures, is John Ehlers.
His recent book, "Rocket Science for Traders - Digital
Signal Processing for Traders" makes for interesting
reading. It's quite challenging if you don't have the
math background. He also has a book on MESA, with
a new edition to be out soon.

By the way, Ehlers' trading systems consistently appear
in the top ten rated systems of Futures Truth.

Richard

dufferdon · Feb 21, 2002

Never tried DSP, but I can tell you that ESP doesn't work.

Splat · Feb 21, 2002

rickty:
------
Thanks for the tip on the book. I spent about $800
the other day on trading books. That was infact one
of the books I ordered

Should be able to understand it, hopefully.

Sounds like you have the book. If you really do, what do
you think of the book? Also are the techniques described in
the book mainly for futures?

nitro:
------
Thanks for the info mate but getting the info out of you is
like getting blood out of a stone!! You dont reveal much
do you

Regards,

Splat