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Showing posts with label Moving averages. Show all posts
Showing posts with label Moving averages. Show all posts
Monday, 19 October 2026

TabPFN used for Trading

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It has been quite a while since my last post, and during this time I have been investigating a couple of complimentary things:  TabPFN  and ...
Monday, 30 December 2024

A "New" Way to Smooth Price

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Below is code for an  Octave compiled C++ .oct function to smooth price data. #include "octave oct.h" #include "octave dcolv...
2 comments:
Tuesday, 9 April 2024

A "New" Use for Kalman Filter on Price Time Series?

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During the course of writing this blog I have visited the idea of using Kalman filters several times, most recently in this February 2023 p...
Friday, 10 July 2020

Time Warp Edit Distance as a Loss Function

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Some time ago I posted about the time warp edit distance (twed) and recently I've revisited this as a possible loss function. The basic...
Thursday, 20 April 2017

Using the BayesOpt Library to Optimise my Planned Neural Net

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Following on from my last post, I have recently been using the  BayesOpt library to optimise my planned neural net, and this post is a bri...
1 comment:
Wednesday, 16 November 2011

Update on the Perfect Moving Average and Oscillator

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It has been some time since my last post and the reason for this was, in large part, due to my changing over from an Ubuntu to a Kubuntu OS...
1 comment:
Friday, 7 October 2011

The Theoretically Perfect Moving Average and Oscillator

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Readers of this blog will probably have noticed that I am partial to using concepts from digital signal processing in the development of my ...
1 comment: