written by Matthew Mohorn

The Instantaneous Frequency Stock Model estimates a stock's cyclical fluctuations over a three-day period to determine how fast the market is moving.  The instantaneous frequency of an input signal is calculated by modeling an input function's most recent data points as a sin wave and performing a Fourier transform to derive the function's frequency.  This model implements different velocity indicators on daily closing prices of a few common companies, and allows the user to compare values of the indicators at different times.

The Instantaneous Frequency model was developed by Matt Mohorn using the Easy Java Simulations (EJS) modeling tool.  You can examine and modify the physical model for this simulation if you have Ejs installed by right-clicking within the plot and selecting "Open Ejs Model" from the pop-up menu. 

• Download ejs_econo_InstantaneouFrequency.jar - 2333kb Java Archive File

Published May 17, 2013
Last Modified June 9, 2014

This file has previous versions.

The source code zip archive contains an XML representation of the Instantaneous Frequency Stock Market Model.  Unzip this archive in your EJS workspace to compile and run this model using EJS.

• Download ejs_econo_InstantaneouFrequency.zip - 1120kb Compressed File

Last Modified June 9, 2014

This file has previous versions.