Recent content by acalianos

FFT has no relationship to what I am speaking to. FFT is about signal decomposition into component frequencies and amplitudes. This is physics. The math is linear. Markets do not work that way. The moving window of frequency distribution shows a very organic process that is non-Gaussian over any...

I have a particular take on Behavioral Finance.... Academic BF claims that there are patterned "errors" and "biases" which "rational" investors can identify and profit from in real-time. Yet there is no hard evidence for this. The examples and studies are all rearward looking after-the-fact. My...