Engineering Alpha

Engineering Alpha

Forecasting Market Cycles with Fourier Transform in Python

Markets Move in Cycles—Big and Small, Visible and Hidden

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Apr 07, 2025
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While we often think in terms of trendlines, indicators, and moving averages, there's a powerful technique borrowed from signal processing that lets us decompose market behavior into frequency components.

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