It is my pleasure to welcome back John Ehlers for another webinar on Thursday, June 5th at 4:30 PM Eastern US.
The bullet points include:
• Market Data is Fractal – Longer waves have bigger swings than shorter waves.
• Spectral Dilation describes data over the full range of tradable cycles.
• Aliasing noise swamps shorter wave data.
• Aliasing noise is best removed using a SuperSmoother filter.
• Spectral Dilation effects are mitigated by a Roofing Filter.
• Price turning points must be anticipated for effective swing trading.
• Trading System Performance is best evaluated using Monte Carlo techniques.
About John Ehlers:
- Private trader since the mid 1970s
- Electrical Engineer
- Retired as Senior Engineering Fellow from Raytheon
- University of Missouri – BSEE & MSEE
- George Washington University, Majored in Fields & Waves, Minored in Information Theory
- Developed the MESA cycles-measuring technique
- Author of Five books on trading, Most Recent is “Cycle Analytics for Traders”
- Co-founder of StockSpotter.com
- Principal of MESA Vector Asset Management LLC
This webinar is part of futures.io (formerly BMT)'s 5-year anniversary, and we are giving away five autographed copies of John's latest book "Cycle Analytics for Traders" during this webinar.