Rocket Science for Traders: Digital Signal Processing Applications (Wiley Trading) |
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John F. Ehlers
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Pages: 264 (Hardcover)
ISBN: 0471405671
Pub: John Wiley & Sons
Pub date: 2001-08-15
Amazon.co.uk Sales Rank: 387701
Reader Reviews:
Good subject, bad book (1/1 people found this helpful)
The subject of the book is very interesting: the idea is to apply methods from digital signal processing (DSP) to finance. More precisely, the author tries to recognize periodic spells in a time series of stock prices and uses that periodicity to look ahead and predict future prices. The only technical tool is the "Hilbert transform": the book uses it to estimate the period of the signal, to test whether the signal is indeed periodic (by comparing two estimators of the period), and to forecast future values (by changing the "phase").
But I really wonder what the target audience of that book is: the sheer number of technical terms and the lack of clear explanations suggests it is for DSP specialists, but the author claims he writes for traders and therefore assumes a good knowledge of finance. And I knew neither DSP nor finance...
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Books -> Subjects -> Business, Finance & Law -> General
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