ROCKET
SCIENCE
FOR TRADERS
WILEYTRADING
Beyond CandlesticksfSteve Nison
Beyond Technical Analysis, Second Editionl'hshar Chande
Contrary OpinionlR. Earl Hadady
Cybernetic Trading StrategieslMurray A. Ruggiero, Jr.
Encyclopedia of Chart PatternslThomas Bulkowski
Expert Trading SystemslJohn
R.
Wolberg
Four Steps to Trading SuccesslJohn F. Clayburg
Fundamental AnalysislJack Schwager
Gaming the MarketlRonald B. Shelton
Genetic Algorithms and Investment StrategieslRichard
J.
Bauer, Jr.
Intermarket Technical AnalysislJohn
J.
Murphy
Long-Term Secrets to Short-Term Tradingllarry Williams
Macro Trading and Investment StrategieslGabriel Burstein
Managed TradinglJack Schwager
McMillan on OptionslLawrence G. McMillan
Neural Network Time Series Forecasting
of
Financial MarketslE. Michael Azoff
New Market Timing TechniqueslThomas
R.
DeMark
Nonlinear PricinglChristopher
T.
May
Option Market MakinglAlan
J.
Baird
Option Strategies, Second EditionlCourtney Smith
Pattern, Price
e9
TimelJames A. Hyerczyk
Point and Figure ChartinglThomas
J.
Dorsey
Profits from Natural ResourceslRoland
A.
Jansen
Rocket Science
for
Traders: Digital Signal Processing ApplicationsfJohn
F.
Ehlers
Schwager on Futures1 Jack Schwager
SeasonalitylJake Bernstein
Stock Index Futures
e9
OptionslSusan Abbott Gidel
Study Guide for Trading for
a
LivinglDr. Alexander Elder
Study Guide to Accompany Fundamental AnalysislJack Schwager
Study Guide to Accompany Technical AnalysislJack Schwager
Technical AnalysislJack Schwager
Technical Analysis of the Options MarketslRichard Hexton
Technical Market IndicatorslRichard
J.
Bauer, Jr., and Julie R. Dahlquist
The Day Trader's ManuallWilliam
F.
Eng
The Dynamic Option Selection SystemlHoward
L.
Simons
The Hedge Fund EdgelMark Boucher
The Intuitive TraderlRobert Koppel
The Mathematics
of
Money ManagementlRalph Vince
The New Market WizardslJack Schwager
The New Money ManagementlRalph Vince
The New Options Market, Fourth EditionlMax Ansbacher
The New Science of Technical AnalysislThomas
R.
DeMark
The New Technical Traderlnshar Chande and Stanley
S.
Kroll
The Option AdvisorlBernie G. Schaeffer
The Options CourselGeorge A. Fontanills
The Options Course WorkbooklGeorge
A.
Fontanills
The Trader's Tax Survival Guide, Revised EditionlTed Tesser
The Trader's Tax SolutionlTed Tesser
The Trading GumelRyan Jones
The Ultimate Trading GuidelJohn Hill, George Pruitt, Lundy Hill
The Visual InvestorlTohn
1.
Mumhv
Trader Vic IIlVicto; Sperandeo
Trading Applications of Iapanese Candlestick ChartinglGary Wagner and Brad Matheny
Trading ChaoslBill Williams
Zkadinn
for
a
LivindDr. Alexander Elder
x,
Trading Systems $Methods, Third EditionlPerry Kaufman
Trading the PlanlRobert Dee1
Trading to WinlAri Kiev
Trading with Crowd PsychologyICarl Gyllenram
Trading without FearlRichard W.
Arms,
Jr.
ROCKET
SCIENCE
FOR TRADERS
Digital
Signal Processing Applications
John
F.
Ehlers
John
Wiley
&
Sons,
Inc.
New York Chichester Weinheim Brisbane Singapore
0
Toronto
This
book is printed on acid-free paper.@
Copyright
0
2001 by John
F.
Ehlers.
All
rights reserved.
Published by John Wiley
h
Sons, Inc.
Published simultaneously
in
Canada.
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Library
of
Congress
Cotdoging-in-Publicotion
Doto:
Ehlers, John
F.
Rocket science for traders
:
digital signal processing applications
/
John
F.
Ehlers.
ISBN 0-471-40567-1 (cloth
:
alk. paper)
p. cm.-(Wiley trading)
1. Investment analysis-Mathematical models. 2. Stocks-Prices-Mathematical
models.
3.
Signal processing-Digital techniques.
I.
Title.
II.
Series.
HG4529 .E49 2001
332.63'2042'01154-dc21
Printed in the United States of America.
l0987654321
2001017853