Engineering Alpha

Engineering Alpha

Financial Signal Processing in Python XII - Entropy Magic

Part XII of Decomposing Time Series and Understanding their Components

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Sep 03, 2025
∙ Paid

This article will be the part XII of a series of articles that present the signal processing field in an easy and straightforward manner. Financial Signal Processing (FSP) is the application of signal processing techniques to financial time series—like stock prices, returns, volatility, or economic indicators.

It treats price movements like signals—simil…

User's avatar

Continue reading this post for free, courtesy of Sofien Kaabar, CFA.

Or purchase a paid subscription.
© 2026 Sofien Kaabar · Privacy ∙ Terms ∙ Collection notice
Start your SubstackGet the app
Substack is the home for great culture