analysis of the use of wavelet toolbox for financial trading and crash warning signals
| Date | Contributor | Description | Rating |
|---|---|---|---|
| 7 Jan 2011 | James |
blog post with case study of the use of wavelet analysis in real-time to anticipate market crashes. It considers the flash crash event in May,2010. |
| Tag | Applied By | Date/Time |
|---|---|---|
| signal processing | James | 7 Jan 2011 at 1:53pm |
| statistics | James | 7 Jan 2011 at 1:53pm |
| quantitative trading | James | 7 Jan 2011 at 1:53pm |
| algorithmic trading | James | 7 Jan 2011 at 1:53pm |
| stock market | James | 7 Jan 2011 at 1:53pm |
| trading | James | 7 Jan 2011 at 1:53pm |
| finance | James | 7 Jan 2011 at 1:53pm |
| wavelets | James | 7 Jan 2011 at 1:53pm |