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  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.
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...