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MESA (Maximum Entropy Spectrum Analysis) studies are an adaptation of filtering techniques developed by geophysicists as a tool for oil exploration, and later adapted for advanced radar jamming by defense-industry scientists. In these contexts, MESA has been used to obtain
high-resolution measurements from short data sets. Now, John F. Ehlers, the pioneer in applying these breakthrough techniques to trading,
has supervised an exclusive real-time implementation for Aspen Research Group Ltd.only for the users of Aspen Research Group, Ltd. software.

Now you can replace the primitive methods of parallel-line cycle detection with the most sophisticated mathematics available. For the first time, traders have the tools to cut through market noise and spot previously invisible intraday and long-term cyclesand use Aspen Systems MESA predictions to turn them into profits.

MESA Studies on Aspen Systems comprise a unique set of six tools, plus Equitick charting that not only detect cycles as they develop and predict their course, but also simultaneously evaluate market characteristics to indicate the likely validity of the predictions.

Once you identify a length for your data set, MESA renders measurements that move smoothly between shorter and longer dominant cycles. However, when tradable cycles are not present, the cycle length measurement is erratic. Erratic measurements can aid your interpretation of market activity. Cyclic measurements are most erratic when the market is in a trend. Therefore, erratic measurements indicate that you should avoid trading on the basis of a market cycle.


Installation & Requirements

MESA References

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