Analysts working with high frequency financial markets data quickly discover that even relatively simple analyses can consume significant computing time. This paper provides a method for filtering data files so that the basic price data is maintained, but 'noise' that can unnecessarily slow...

This paper considers two issues. Firstly it examines the efficacy of a mechanical trading model freely available from the 'Turtletrader' web page on the Internet. The results are tested against the Efficient Market Hypothesis (EMH) Weak-Form as proposed by Fama (1970). The findings show that EMH...