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by asignore
April 1st, 2013, 2:35 pm
Forum: Trading Forum
Topic: Singular Spectrum Analysis
Replies: 9
Views: 14705

Singular Spectrum Analysis

<t>I'm trying to implement a trading system on SSA to se if it could be a valid tool and I would appreciate if you could share what are you experimenting. Let me briefly describe you what I'm trying to do. 1. I compute the SSA on a stock. 2. Analyzing the eigenvalues I try to separate the trend freq...