Most kalman filter trading related news are at:
IBS Reversion (Stingray Plot) Intuition using R vioplot Package 30 Apr 2013 | 01:52 pm
Fig 1. Vioplot of IBS filtered next day returns on SPY. Fig 2. Table of Summary of Results for rtn.tom vs. IBS.class (H,L,M) A colleague and I were recently discussing ways to get intuition about t...
Is CTA trend following Dead? 11 Mar 2013 | 04:50 am
This is just a very short comment related to discussions I've been having with a friend about trend following funds and a lot of the recent blogs and debates proclaiming the death of trend following. ...
More kalman filter trading related news:
Exercise 11, Problem 3 smr-12.blogspot.com 30 Mar 2011 | 07:02 am
Boxdriving with Kalman Localization. Change the code from problem two so it uses kalman updates from the localizer plugin. periodic Kalman filtering N=10 laser "addline startx...
WM+ update long overdue randomhacksofboredom.blogspot.com 16 Feb 2010 | 11:58 am
Well I havent posted here for a while, but I do have many updates for a couple different projects. I never ended up getting full kalman filtering to work between the wm+, nunchuck, and arduino, but th...
Apple, pairs & Samsung capital-chronicle.com 18 Sep 2012 | 01:16 am
Apple vs Samsung (cointegrated spread w/Kalman filter adaptive beta) Little 'blog-app' for you. Does it truly not take a genius as Samsung suggest? Can 2 million iPhone 5 pre-orders be wrong? Apple...
Forecasting, Structural Time Series Models and the Kalman Filter smallbusiness-plan.net 7 Dec 2012 | 11:52 am
Forecasting, Structural Time Series Models and the Kalman Filter Free PDF Download. Andrew C. Harvey offers a synthesis of ideas and materials that ordinarily seem separately in time series and econom...
Forecasting, Structural Time Series Models and the Kalman Filter smallbusiness-plan.net 7 Dec 2012 | 11:52 am
Forecasting, Structural Time Series Models and the Kalman Filter Free PDF Download. Andrew C. Harvey offers a synthesis of ideas and materials that ordinarily seem separately in time series and econom...
Filtering Trades with Timeframes optionsmentoring.com 26 Aug 2013 | 11:30 pm
http://tradingconceptsinc.com/optionsmd/incomerx/ How to use a shorter-term chart to filter a larger timeframe signal. …
Reconstruction of elasticity: a stochastic model-based approach in ultrasound elastography biomedical-engineering-online.com 10 Aug 2013 | 05:00 am
We propose one stochastic model-based algorithm using Kalman filter to reconstruct the elasticity of tissue from noisy ultrasonic radio frequency (RF) data in this paper. The advantage of this model-b...
Filtering Trades with Timeframes tmitchell.com 26 Aug 2013 | 11:30 pm
http://tradingconceptsinc.com/optionsmd/incomerx/ How to use a shorter-term chart to filter a larger timeframe signal. …
Why A Stainless Steel Water Dispenser Purchase Makes Cents stainlesssteelwaterdispenser.org 22 May 2010 | 01:30 am
Why A Stainless Steel Water Dispenser Purchase Makes Cents Have you thought about trading in your bottled water and filters for a new sleak and stylish stainless steel water dispenser for your home or...
Make money with stochastic indicator trend following earnforexbd.blogspot.com 25 Oct 2011 | 09:57 pm
This is basically a trend following system, works well in trend phases. I sometimes filter the trades with Range Indicator to avoid ranging periods. Pairs Works best on GBPUSD\EURUSD\GBPJPY Charts ...
