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• Moving Window Spectral Method: Price Forecasting With Cycles by A.D. Ridley, Ph.D.

  ARTICLE SYNOPSIS ...Moving Window--Spectral Method: Price Forecasting With Cycles by A.D. Ridley, Ph.D. I would-like to introduce a new method of stock market forecasting with a practical application. The Moving Window-Spectral (MWS) method [1] takes advantage of the cyclical nature of stock, bond, commodity and other prices to forecast prices. I've included an example to illustrate systematic estimation and forecasting, and a trading rule as well. Theory While the theory on which the following discussion is based is applicable to multivariate time series analysis, trading an index, stock or commodity, is a uni...

AUTHOR: A.D. Ridley, Ph.D.DATE: SEP 1984