Letters To S&C | SEP 2004
Letters To S&C by Technical Analysis, Inc.
V. 22:9 (10-13): Letters To S&C by Technical Analysis, Inc. MAXIMUM ENTROPY METHOD Editor, I am a 34-year-old Italian engineer. I am interested in the maximum entropy method as applied to the financial markets. I would implement this method in an Excel spreadsheet. Could you kindly suggest a list of articles I could buy from you in order to do that? GIUSEPPE BASSETTO, via email Publisher Jack K. Hutson replies: Over the years, we have published many articles on maximum entropy spectrum analysis (MESA). In Volume 2 (1984) of Technical Analysis of STOCKS & COMMODITIES, The Traders’ Magazine, Anthony W. Warren and I published a series of articles that included BASIC code to implement the maximum entropy method (MEM) for short-term market forecasting. The code is written in Applesoft BASIC for an Apple II computer, but could be adapted to run under Microsoft Excel using Excel’s Visual Basic for Applications. MESA is too complex to implement directly in a spreadsheet. We’ve also published many articles by John F. Ehlers on MESA and other engineering techniques. Ehlers has developed a commercial program that he sells under the name MESA (see www.mesasoftware.com). We also interviewed Ehlers earlier this year in the January 2004 S&C; an article description follows. . .
by Technical Analysis, Inc.
Technical Analysis of STOCKS & COMMODITIES
The Traders’ Magazine since 1982
has had over 1,226,237 subscribers from 174 different countries.
37,000 Page Traders’ Archive for $89.99
To continue reading, sign-up for trial access to Traders.com and the S&C Archive — 37,000 pages of trading ideas!
After verifying your email address, you will have limited access to the S&C Archive, as well as access to a Digital Edition of S&C, and access to Traders.com Advantage and Working Money for 30 days.
Not a subscriber to Technical Analysis of
STOCKS & COMMODITIES magazine?
Click
here to subscribe, or request
a trial subscription.
Log-in now to view articles from the S&C Archive.
Your Subscriber ID is located at the top of your magazine label, highlighted here in red.
Your last name can be found on the second line, highlighted here in blue.
*If you have a company name on the label, that can also be used. It will appear below your name on the label.
If you do not have a Subscriber ID on your label, you can find it on your statement or renewal form.
For help locating your Subscriber ID number, please call us at 1-800-832-4642 or send an email to Survey@Traders.com. If sending an email, please include your name and mailing address.