Below is a list of my working papers. Many have been edited and published in various magazines. This list is not all inclusive but rather a selection of the working papers that are most requested. From time to time I will make new unpublished work discussing a new trading system or technique available on this page. All of the publications on this page are in
PDF format. Just click on the publication below to download.
All of these publications are copyrighted. All rights are reserved. No reproduction, printed, electronic or otherwise of these publications is allowed except for the single use by the person who downloads these publications. Under no circumstances may these articles be posted on another web site without the written permission of Dennis Meyers.
Goertzel Discrete Fourier Transform system
- Mesa Vs Goertzel DFT. 8 pages, 79kb
- The Adaptive 10 Cycle Goertzel DFT system. 14 pages, 138kb
Key Daily & Intraday Trading Systems
- Trading The Russell 2000 Index Future Using
The Repeated Median Velocity System
Jan/2006 12 pages, 198kb
- The Robust Repeated Median Velocity System 10 pages, 172kb
- Walk Forward Analysis Using The Acceleration System on E-Mini 1min Bars 27 pages, 495kb
- The 2nd Order Polynomial Next Bar Forecast System on E-Mini 1min Bars 9 pages, 119kb
- Applying The Noise Channel System to IBM 5min Bars 10 pages, 86kb
- The Noise Channel2 Breakout System Applied To IBM 5min Bars 11 pages, 111kb
End Point Fast Fourier Transform
- The Discrete Fourier Transform Illusion. 11 pages, 718kb
- Noise & The Discrete Fourier Transform. 4 pages, 21kb
- Using The End Point Fast Fourier Transform (EPFFT) on SP500 Mar/00 5min Bar Futures. 9 pages, 58kb
- Applying The EPFFT to JDSU 5min Bars. 8 pages, 271kb
- Trading the E-Mini 1min Bars Using the EPFFT. 16 pages, 366kb
Nth Order Fading Memory Polynomials
- Using The Fading Memory Polynomial on Daily Japanese Futures. 32 pages, 283kb
- The Fading Memory 4th Order Polynomial on S&P 5 min Bar Futures 10 pages, 70kb
- Trading IBM Intraday Using The Fading Memory Polynomial 11 pages, 160kb
nth Order Fixed Memory Adaptive Polynomials
- The British Pound Cubed - Daily Bars. 31 pages, 272kb
- IBM Cubed - Daily Bars. 22 pages, 171kb
- 4th Order Polynomial System on SP500 5min Bar Futures. 11 pages, 86kb
- Trading The 4th Order Least Squares Curve On IBM 5min Bars. 10 pages, 66kb
- The Polynomial Velocity System Applied To E-Mini 1min Bars Sep/2005 12 pages, 119kb
- The Polynomial Velocity System Applied To Japanese Yen 1min Bars Dec/2005 12 pages, 112kb
- The nth Order Adaptive Polynomial Acceleration System Applied To Japanese Yen 1min Bars June/2006 11 pages, 85kb
- New Out of Sample Analysis Applied To The nth Order Adaptive Polynomial Velocity Strategy and Eurodollar Futures April/2008 16 pages, 215kb
The Dangers of Optimization
- The Siren Call Of Optimized Systems 7 pages, 27kb
- Tricked By Optimization 7 pages, 271kb