Article Archive For Keyword: Kalman

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• Data Smoothing using a Kalman Filter by Vince Banes

  ARTICLE SYNOPSIS...Data Smoothing using a Kalman Filter by Vince Banes ""The analysis of continuous pricing information works well with this form of filtering"" The concept of optimum estimation was introduced by Dr. R.E. Kalman in 1960. The first major application of hi

AUTHOR: Vince BanesDATE: OCT 1985

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• Predicting Market Data Using The Kalman Filter by R. Martinelli & N. Rhoads

  ARTICLE SYNOPSIS...Predicting Market Data Using The Kalman Filter by R. Martinelli & N. Rhoads The Kalman filter is a two-stage algorithm that assumes there is a smooth trendline within the data that represents the true value of the market before being perturbed by market

AUTHOR: R. Martinelli & N. RhoadsDATE: JAN 2010

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• Predicting Market Data Using The Kalman Filter, Pt 2 by R. Martinelli & N. Rhoads

  ARTICLE SYNOPSIS...Predicting Market Data Using The Kalman Filter, Pt 2 by R. Martinelli & N. Rhoads Can the Kalman filter be used to predict future price movement? In this second part of this series we answer this question. Previously, we discussed the Kalman filter and

AUTHOR: R. Martinelli & N. RhoadsDATE: FEB 2010

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• The Kalman Filter Vs. The Alpha-Beta Filter

  ARTICLE SYNOPSIS...These two filters more closely model price action than an exponential moving average and have less lag than adaptive moving averages. Is either filter a good choice for your trading needs? Here's a look at both filters to help you decide

AUTHOR: John F. EhlersDATE: JUN 2026