Using Wavelet Transformation to Predict S&P 500 Performance

Log in to collect

Academic paper

Stock Return Predictability in Frequency Domain

AuthorsJie Kang; Fuwei Jiang; Zhifeng Dai

Institute
  • Central University of Finance and Economics
  • Xiamen University
  • Central University of Finance and Economics (CUFE)
  • Changsha University of Science and Technology

This strategy is gated

A paid plan unlocks the full write-up, rules, Python, and trade lists. About 20% of the library stays free.