Education Prize Logo
Science SPORE Prize
November 2011

NSF Logo
The Open Source Physics Project is supported by NSF DUE-0442581.

Stock Market Causal High Pass Filter Model Documents

This material has 2 associated documents. Select a document title to view a document's information.

Main Document

Causal High Pass Filter Model 

written by Matthew Mohorn

One application of econophysics is the use of high pass filters to analyze stock market data. To determine how fast the market is moving, the Stock Market Causal High Pass Filter Model uses a technique known as causal high pass filters to estimate market velocity and acceleration.  Different order indicators are presented in this model, and the user can study the sensitivity and accuracy of the various indicators.

Published April 15, 2013
Last Modified August 5, 2013

This file has previous versions.

Source Code Documents

Causal High Pass Filter Source Code 

The source code zip archive contains an XML representation of the Causal High Pass Filter Model.  Unzip this archive in your EJS workspace to compile and run this model using EJS.

Last Modified April 15, 2013

The OSP Network:
Open Source Physics - Tracker - EJS Modeling
Physlet Physics
Physlet Quantum Physics