logo
Welcome Guest! To enable all features please Login or Register.

Notification

Icon
Error

Options
Go to last post Go to first unread
asia_trader  
#1 Posted : Tuesday, April 1, 2008 12:25:39 PM(UTC)
asia_trader

Rank: Newbie

Groups: Registered, Registered Users
Joined: 4/1/2008(UTC)
Posts: 2

Hi Folks:

I have recently been introduced to the "Kalman Filter". I would like to implement this in some of my trading stratigies, unfortunalty it is a bit beyond my mathmatical and programing skills. Has anyone done this before or can provide some assistance.

pumrysh  
#2 Posted : Wednesday, April 2, 2008 4:41:16 PM(UTC)
pumrysh

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers
Joined: 10/28/2004(UTC)
Posts: 110

Some filters can be found here:

http://www.advantage.online.pl/en-free.html

Good Luck,

Preston

asia_trader  
#3 Posted : Thursday, April 3, 2008 11:39:02 PM(UTC)
asia_trader

Rank: Newbie

Groups: Registered, Registered Users
Joined: 4/1/2008(UTC)
Posts: 2

A lot more then just the Kalman filter - thanks for the link :-)

Users browsing this topic
Guest (Hidden)
Forum Jump  
You cannot post new topics in this forum.
You cannot reply to topics in this forum.
You cannot delete your posts in this forum.
You cannot edit your posts in this forum.
You cannot create polls in this forum.
You cannot vote in polls in this forum.