John Ehlers Anticipating Turning Points скачать в хорошем качестве

John Ehlers Anticipating Turning Points

Visit https://futures.io for more futures trading webinars. This webinar was originally uploaded to our old BMT channel on Jun 5 2014. 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 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.