tag:blogger.com,1999:blog-5560052943772419320.post6695681245614843033..comments2024-02-28T11:21:54.924+01:00Comments on Dekalog Blog: High Resolution Tools for Spectral Analysis - UpdateUnknownnoreply@blogger.comBlogger4125tag:blogger.com,1999:blog-5560052943772419320.post-41078732515189736162015-02-21T18:09:53.999+01:002015-02-21T18:09:53.999+01:00Gumby,
I didn't get it to work to my satisfac...Gumby,<br /><br />I didn't get it to work to my satisfaction in any type of market. I've decided to work on other, different things for now. I may come back to this again in the future.Dekaloghttps://www.blogger.com/profile/07016889838486083128noreply@blogger.comtag:blogger.com,1999:blog-5560052943772419320.post-25504843416421242602015-02-19T14:45:28.831+01:002015-02-19T14:45:28.831+01:00The high resolution tools you linked to are for ze...The high resolution tools you linked to are for zero mean stationary processes. Did you get it to work for a ranging market? It seems to me this would not be applicable to a trending market, unless you preprocessed the data, such as detrend.Gumbyhttps://www.blogger.com/profile/05698312928239646409noreply@blogger.comtag:blogger.com,1999:blog-5560052943772419320.post-59870577323828638812014-09-27T16:55:24.898+02:002014-09-27T16:55:24.898+02:00The sampling rate is completely dependent on the d...The sampling rate is completely dependent on the data provider. If one is using End of Day data only, a look back period of 30 days will only have 30 data points available. Of course if one has access to, for example, 5 minute bar data or tick data then the sampling rate could be increased. Dekaloghttps://www.blogger.com/profile/07016889838486083128noreply@blogger.comtag:blogger.com,1999:blog-5560052943772419320.post-49311120689185874602014-09-24T16:54:35.076+02:002014-09-24T16:54:35.076+02:00any particular reasons why you just didn't try...any particular reasons why you just didn't try with a higher sampling rate to increase the # of observation in a 30 day period?jimnoreply@blogger.com