"Your WaveFin indicators, particularly the Morlet, are some of my favorite
indicators. They provide great pattern recognition and generalization, as well as control of the neural net's trading pattern. For many nets, they are
all one needs to generate startling returns." -- Lawrence Weathers, Ph.D.
Who should use WaveFin?
WaveFin is ideal for traders using neural networks. WaveFin can expose
features and events in the underlying data series that neural nets can then be
trained to detect and recognize. Typically, the WaveFin filters are
applied to the price series and the WaveFin outputs are then used as inputs to
the neural network.
To apply WaveFin to non-neural network based trading strategies will require a great deal of technical sophistication. Unless you are already versed in filtering and wavelets, we encourage you to look at some of the neural network products that are available. Our favorites are Ward Systems Neuroshell Trader and BioComp Profit.
Why Use WaveFin?
WaveFin enables traders to implement continuous Morlet wavelet filters for the purposes of noise elimination, information separation, and perhaps most importantly, feature detection. WaveFin provides users with a filter of superior consistency, accuracy and extremely high-resolution capabilites for the detection of patterns of varying frequencies and time scales.
Off-floor traders often find that removing very high frequency information enables their systems to trade more profitably. Once "noise" has been defined in the context of an application or trading system, it is relatively easy to design a filter to eliminate it: We simply define a filter that captures the noise, then subtract the captured noise from the original series. What remains is (presumably) the important information.
Trading signals are often hidden under worthless clutter, invisible to the naked eye as well as to most prediction models and trading systems. This situation is often best remedied by using multiple filters to separate the original series into two or more components, each of which can be examined separately without interference from other components. Most filters commonly used by traders suffer from information from one filter "leaking" into another, greatly limiting the value of the information captured by the filter. WaveFin accurately separates information with a minimum of leakage
WaveFin excels at the accurate and consistent detection of events. For example, perhaps when very large market participants enter a market their presence causes some short-term price fluctuations that our model recognizes as indicative of future price changes. In these cases we may define, and then trade upon, the short to mid-term filtered information.
When a pattern becomes apparent, alert traders capitalize on it and thereby eliminate it. Using short-term filters helps us discover and act on short-lived periodic phenomena that appear in financial series. Event traders can use WaveFin to recognize events and profit on the subsequent price moves. Breakout traders can use WaveFin to better characterize the quality of breakouts. Cycle traders can use WaveFin to determine with accuracy and consistency the presence of market cycles.
The Morlet wavelet implemented in WaveFin is probably the best filter choice for feature detection in financial series:
There is a balance to be struck in successful neural net modeling which must provide enough model complexity to recognize complex patterns buried in mounds of noise and simultaneously strive to prevent overfitting. It can be a very tough task. Wavelet filtered variables provide an excellent form of preprocessing for a neural network model. Neural networkers and other systems modelers are highly encouraged to try WaveFin in their applications.