Causal Low Pass Filters

Don K. Mak
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Don K. Mak: Federal Government Research Laboratories, Canada

Chapter 3 in Mathematical Techniques in Financial Market Trading, 2006, pp 13-27 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:Ideal Causal Trending IndicatorExponential Moving AverageButterworth FiltersSine Function, n = 2Sine Function, n = 4Adaptive Exponential Moving Average

Keywords: Spectrum Analysis; Money Management Techniques; Trading Methodologies; Econophysics; Mathematical Modeling (search for similar items in EconPapers)
Date: 2006
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