Comments on: Ehlers Loops https://financial-hacker.com/ehlers-loops/ A new view on algorithmic trading Wed, 11 Oct 2023 01:44:47 +0000 hourly 1 By: Ehlers Loops - QuantInfo - Empowering Algorithmic Trading Insights https://financial-hacker.com/ehlers-loops/#comment-95473 Wed, 11 Oct 2023 01:44:47 +0000 https://financial-hacker.com/?p=4448#comment-95473 […] This post originally published at https://financial-hacker.com/ehlers-loops/. […]

]]> By: Kiran Rama https://financial-hacker.com/ehlers-loops/#comment-92590 Tue, 04 Jul 2023 14:39:55 +0000 https://financial-hacker.com/?p=4448#comment-92590 Ehler comes up with all kinds of new filters. The Roofing Band Pass filters do have some predictability – got an AUC of 0.5335 but similar to fast/slow moving averages and disappointing for all the hype and compute/time invovled

FYI _ I am trying to predict N-day return with all these calculated on daily data

]]> By: Quantocracy's Daily Wrap for 06/13/2022 - Quantocracy https://financial-hacker.com/ehlers-loops/#comment-80773 Tue, 14 Jun 2022 05:30:09 +0000 https://financial-hacker.com/?p=4448#comment-80773 […] Ehlers Loops [Financial Hacker] […]

]]> By: Arnis Lapsa https://financial-hacker.com/ehlers-loops/#comment-80767 Mon, 13 Jun 2022 19:12:22 +0000 https://financial-hacker.com/?p=4448#comment-80767 I don’t like it. But I’m glad Mr. Ehler is coming up with fresh ideas.

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