Kalman Filter For Traders Course

FXTrader29

Master Trader
Dec 22, 2012
286
5
59
Pakistan
Kalman Filter is very popular with hedge fund traders and bank traders. Most retail traders have no idea what this Kalman Filter it. Kalman Filter was originally developed for the Apollo Space Mission. Later on it was discovered by finance people and they also started using it for quantitative analysis. In this Kalman Filter for Traders course, we explain in simple and easy terms what is this Kalman Filter and what makes it special. Most traders use moving averages in trading. The problem with moving averages is that they are lagging. They lag behind the price. Kalman Filter on the other hand can closely follow price and can be used to predict price in the short term as well. We also show you how to build a Kalman Filter using R and Python. We also provide you with a Kalman Filter MQL4 and MQL4 indicator.