Fourier transform stock market

Fourier transform stock market

By: JuliaM Date: 18.06.2017

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fourier transform stock market

Has anyone ever done Fourier Analysis on the stock market? Title pretty much says it all I know that even for really noisy signals ie, astronomical data Fourier Analysis can often reveal a repetetive pattern.

Has anyone ever applied FA to stock market data? What was the outcome? Trigonal Planar View Public Profile Visit Trigonal Planar's homepage! Find all posts by Trigonal Planar.

Probably not what you looking for. Joey P View Public Profile Find all posts by Joey P. Mathochist View Public Profile Visit Mathochist's homepage!

Find all posts by Mathochist. As easy as it would be to do, it's very hard to believe that no one has. The only reason why they wouldn't publish is that they can't find anything interesting.

Google turns up over 6, thits for Fourier "stock market" Lots of snake oil, and debunking: Stock Market Pseudoscience Quote:. Squink View Public Profile Find all posts by Squink. See The Discrete Fourier Transform Illusion.

Has anyone found any success using Fourier Transforms or Fourier Series to predict market movements

I rememeber quite a while back SciAm had an article about the fractal nature of the stock market something about a random walk down wall street? Anyway, I suspect wavelets would be more appropriate to stock market data since it doesn't throw away time domain info and I can't imagine theres no time related trends in stock market analysis.

Shalmanese View Public Profile Visit Shalmanese's homepage!

high frequency - Applications of Fourier theory in trading - Quantitative Finance Stack Exchange

Find all posts by Shalmanese. Yes, there are people who have tried this. I used to work for fourier transform stock market company that even sold its 'analysis' of trends in the currency markets to willing punters. There are also lots of snake oil sales creeps who claim to offer hot tips based on advanced analysis of one kind or another, often alloyed with take your pick 'expert' insider knowledge, access to privileged or restricted-but-legal information, meta-analysis of top tipsters and recommendations, faster delivery of crucial information and so on.

Fourier Cycle Analysis of Stock Data

It's all rubbish and it doesn't work. Here's all you need to know: They wouldn't need to sell their 'information' or 'tips' or 'advice' or 'analysis' to anyone, and they wouldn't need all the attendant hassle taking out advertising space, paying for it, submitting advertising copy, processing orders and so on. They could just sit at home all day distribution stock market toolbar ticker make money.

By special I mean more than the average Joe can make from a perfectly normal portfolio of investment products obtained from the regulated market - brokers, banks, investment houses and so on. Find all posts by ianzin. Thread Tools Show Printable Version Email this Page.

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Visit Trigonal Planar's homepage! Find all posts by Joey P. New Orleans, LA Posts: Originally Posted by Joey P Probably not what you looking for.

fourier transform stock market

Errmm, no, not quite Originally Posted by Trigonal Planar Title pretty much says it all Find all posts by spingears. Find all posts by ultrafilter. Stock Market Pseudoscience Quote: Those who have tried to apply Fourier analysis to markets have found this out to their cost.

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fourier transform stock market
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