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Ma 200 real time - PowerPoint PPT Presentation

Trader's DFA Marc Wildi - Statistician and Economist Kent Hoxsey - Programmer and Trader

Trader's DFA Marc Wildi - Statistician and Economist Kent Hoxsey - Programmer and Trader. A Practioner's Introduction to the Direct Filter Approach. Signalextraction. Noise Filter Signal. Signal. Eurostoxx50, MA(200) Equal-Weights (Faber 2009). Real-Time Signalextraction.

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Ma 200 real time - PowerPoint PPT Presentation

Trader's DFA Marc Wildi - Statistician and Economist Kent Hoxsey - Programmer and Trader