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PureBytes Links
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You may want to investigate using MESA ( Maximum Entropy Spectral Analysis )
you can get "C" code and with a little work you can compile it into a dll
to run with TS by purchasing "Numerical Recipes in C" . Mesa does not have
the problem with Endpoints that an FFT does. Or you could visit Elhers Mesa
website and see what he has that might more directly import into your
system.
-----Original Message-----
From: JMMain1000@xxxxxxx [mailto:JMMain1000@xxxxxxx]
Sent: Friday, July 14, 2000 5:21 PM
To: omega-list@xxxxxxxxxx
Subject: Fast Fourir Analysis
Does anyone on the list have any public code that will take a fast fourir
transform of data and also the inverse fast fourir transform - in any
coding language. EXCEL can do it but I want something that can
be ported to a DLL.
I read with interest Dennis Meyers article in Futures Magazine about trading
the intraday S and P futures with the Fast Fourir transform and dsing walk
forward analysis.
I someone would like to join in such a project, please contact me.
Jim
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