This is a summary of links featured on Quantocracy on Tuesday, 02/15/2022. To see our most recent links, visit the Quant Mashup. Read on readers!
-
Trend-Following Filters Part 5 [Alpha Architect]Previous articles in this series examine, from a digital signal processing (DSP) frequency domain perspective, various types of digital filters used by quantitative analysts and market technicians to analyze and transform financial time series for trend-following purposes. An Introduction to Digital Signal Processing for Trend Following Trend-Following Filters Part 1 Trend-Following Filters