Causal High Pass Filters

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

Chapter 8 in Mathematical Techniques in Financial Market Trading, 2006, pp 97-131 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:Ideal FiltersThe SlopeThe Slope of the SlopeMomentumThe FilterFiltering Smoothed DataCubic IndicatorsThe FiltersCubic Velocity IndicatorCubic Acceleration IndicatorFiltering Smoothed DataCubic Velocity IndicatorCubic Acceleration IndicatorQuartic IndicatorsThe FiltersQuartic Velocity IndicatorQuartic Acceleration IndicatorFiltering Smoothed DataQuartic Velocity IndicatorQuartic Acceleration IndicatorQuintic IndicatorsThe FiltersQuintic Velocity IndicatorQuintic Acceleration IndicatorFiltering Smoothed DataQuintic Velocity IndicatorQuintic Acceleration IndicatorSextic IndicatorsThe FiltersSextic Velocity IndicatorSextic Acceleration IndicatorFiltering Smoothed DataSextic Velocity IndicatorSextic Acceleration IndicatorVelocity and Acceleration Indicator Responses on Smoothed Data

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