Review Cycle Analytics for Traders, + Downloadable Software: Advanced Technical Trading Concepts
by JOHN F. EHLERS
John F. Ehler’s highly-advanced “Cycle Analytics for Traders” expounds upon the concepts of filters and indicators most commonly used in determining market trends and market sentiment. The book is considered by many to be a great technical resource guide for investors to learn more about the various theories and ideas behind innovative solutions. Forwarding the notion that simplicity over complexity, “Cycle Analytics for Traders,” is chock-full of interesting facts and techniques – further cementing this book as a must-have for traders and a convenient guide that will surely be a time-saver.
About the Author
John is an Electrical Engineer, receiving his BSEE and MSEE from the University of Missouri and did his doctoral work at The George Washington University, specializing in Fields & Waves and Information Theory. He has retired as a Senior Engineering Fellow from Raytheon. He has been a private trader since 1976.
John is a pioneer in introducing the MESA cycles-measuring algorithm and the use of digital signal processing in technical analysis. He developed Maximum Entropy Spectrum Analysis (MESA) over three decades ago. The program has evolved with the increased capacity of modern computers.
John has written extensively about quantitative algorithmic trading using advanced DSP (Digital Signal Processing) and has spoken internationally on the subject. His books include “MESA and Trading Market Cycles,” “Rocket Science for Traders,” and “Cybernetic Analysis for Stocks and Futures.” His most recent book is “Cycle Analytics for Traders”, which contains new and unique filters and indicators. His approach is unique. Any technique must first work on theoretical waveforms before testing against real-world data is attempted.
John is a co-founder of StockSpotter.com and a principal of MESA Vector Asset Management.
Table of Contents
- About the Author
- Chapter 1 – Unified Filter Theory
- Chapter 2 – SMAs, EMAs, or Other?
- Chapter 3 – Smoothing Filters on Steroids
- Chapter 4 – Decyclers
- Chapter 5 – Band-Pass Filters
- Chapter 6 – Market Structure and the Hurst Coefficient
- Chapter 7 – Spectral Dilation
- Chapter 8 – Autocorrelation
- Chapter 9 – Fourier Transfomrs
- Chapter 10 – Comb Filter Spectral Estimates
- Chapter 11 – Adaptive Filters
- Chapter 12 – The Even Better Sinewave Indicator
- Chapter 13 – Convolution
- Chapter 14 – The Hillbert Transformer
- Chapter 15 – Indicator Transforms
- Chapter 16 – SwamiCharts
- Chapter 17 – Swing-Trading Strategies
- About the Website