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Book about signal processing (for a complete n00b) #439801
04/10/14 05:31
04/10/14 05:31
Joined: Jan 2013
Posts: 68
I
ibra Offline OP
Junior Member
ibra  Offline OP
Junior Member
I

Joined: Jan 2013
Posts: 68
Hi!

Since signal processing, at least what I understand, is "the way" to go in automated trading, I would like to learn it further than the manual. A question pops up according to this:

Does this give me any 'advantage' in programming automated trading systems?

And, to the book, my mathematic knowledge isn't that high as I didn't read math at that high level in high school. So, does a book exist that can explain signal processing to me, or do I need certain 'base-knowledge' before I start reading about signal prcessing?

Re: Book about signal processing (for a complete n00b) [Re: ibra] #439975
04/14/14 07:01
04/14/14 07:01
Joined: Jul 2000
Posts: 27,977
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jcl Offline

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jcl  Offline

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Joined: Jul 2000
Posts: 27,977
Frankfurt
The books by John Ehlers give a good explanation of signal filters, but don't explain the underlying math. You need to know especially the Z transform for understanding how he arrives at his formulae. I can't recommend a particular book, but I think most introductory books to digital signal processing introduce the Z transform, the Hilbert transform, and other mathematical methods.


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