Technical Analysis of STOCKS & COMMODITIES
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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
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