Spectral Finance: Signal Processing, Fourier Analysis & Quantum Tools for Market Prediction

Reactive Publishing

Unlock the Invisible Patterns That Drive Markets
In Spectral Finance, Hayden Van Der Post delivers a groundbreaking fusion of signal theory, Fourier transforms, and quantum mathematics—redefining how we decode, model, and forecast financial markets.
This isn't just another quant book. It’s a technical playbook for those ready to transcend traditional time-series analysis and dive into the hidden dimensions of market structure. Whether you're a quantitative analyst, algo trader, or financial engineer, this guide reveals how to harness spectral decomposition, frequency-domain analysis, and quantum analogs to identify patterns that most traders never see.Inside, you’ll explore:

• Fourier Transforms and their role in detecting hidden cycles and volatility clusters
• Wavelet and Spectral Analysis for filtering financial noise and isolating predictive signals
• Quantum Finance Tools, including Hilbert spaces, eigenstates, and probabilistic path modeling
• Signal Processing Techniques to optimize high-frequency trading systems
• Practical Python implementations and visual examples for real-world application

With a balance of mathematical rigor and hands-on clarity, this book equips you to build next-generation models that capture market signals buried beneath the surface.