Engineering Alpha

Engineering Alpha

Financial Signal Processing in Python IX - Wavelet Data Denoising

Part IX of Decomposing Time Series and Understanding their Components

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Aug 29, 2025
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This article will be the part IX 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—simila…

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