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Singular Spectrum Analysis for TradeStation
The SSA was designed to provide insight into the dynamics of the process that generates time series. It is based on the Singular Value Decomposition of a trajectory matrix that is constructed from the time series of prices.
| Publisher: | Samant Inc. | License: | Shareware |
| Version: | Date Added: | 13 November, 2008 | |
| File Size: | 1000.0 KB | Downloads: | 1 |
| Price: | $175.00 | Editor Rating: |  |
| Systems: | Windows2000, Win98, WinXP | ||
The SSA was designed to provide insight into the dynamics of the process that generates time series. It is based on the Singular Value Decomposition of a trajectory matrix that is constructed from the time series of prices.
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File Size: 1000.0 KB |