PCA? SVD? — Hello folks from Noxa, This is the first I've heard of your product/approach, but allow me to ask a question? In your post, you say: It sounds like you're talking about a principle components analysis along some set of feature ...

Optimized Trend Trading

Phase delay! — Yes CB, thanks for the clarification... Knowing the meaning of delta makes it much more clear. So you are using Phase Delay instead of Group Delay in your designs... very interesting. I wonder why the signal processing texts ...

Optimized Trend Trading

Group Delay? — Hi Codebreaker, You've been very generous with your time and your knowledge in this community... I for one have enjoyed reading the papers you've pointed out, and experimenting with some of the techniques you've discussed. In a ...

Optimized Trend Trading