I'm starting to investigate this, now that the book I've been writing is completed. Does anyone out there have experience with Fast Fourier Transforms? If so, I'd like to collaborate with you. I am investigating Octave software for the implementation of FFT codes.
As I think this graph shows, of a rather ordinary stock, there does appear to be a regular cycle showing up in this exponential graph. But this is by eye. I think running about 30 or 40 stocks and indexes through an FFT after they've undergone Exponential treatment would prove it once and for all, plus greatly enhance the exponential method.
2 comments:
Hi Mark,
I have a friend/co-worker who is a Dr. of Eng. and uses Forier for his work in Industrial Process Analysis. We had often shared discussions of the markets etc in the past. Not sure how to contact him anymore, but we still have common friends/co-workers. It may take a while, but I'll run into him sooner or later and mention it.
Cheers,
Hi Hopper,
That would be great!
Thanks,
Mark L.
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