{
  "annotation_id": "ea1f253c-0fcd-411e-a2ec-7d9b9ad4d353",
  "date_created": "2026-03-02T18:01:10.957000Z",
  "date_modified": "2026-03-02T18:01:10.957000Z",
  "file_hash": "0408fb275293dae2726ce9f0380dfb8bf6ee723db0524ec463fb95166063173f",
  "private": false,
  "record": {
    "abstract": "In this paper we consider a trading strategy, which consists in buying or\nselling a financial instrument when the smoothing, non-causal FIR (Final\nImpulse Response) filter output attains a local minimum or maximum,\nrespectively. Upon tis assumption the goal of this paper is to determine the\n\u0027best\u0027 non-causal smoothing FIR filters, which provide maximum value of the\nreturn from the market. The assumed non-causality is obtained by advancing the\noutput signal to compensate for the delay introduced by the a priori known\nfilter. The best result were obtained for the impulse response given by the\nPascal triangle and the family of symmetric power triangles, both for the case\nof trading with, and without the transaction fee. It was found that the\ntransaction fee dramatically reduces a possible net return from the market, and\ntherefore should not be omitted in market analyzes.",
    "arxiv_id": "physics/0608118",
    "authors": [
      "Andrzej Dyka"
    ],
    "categories": [
      "physics.soc-ph"
    ],
    "title": "Non-Causal Fir Filters for the Maximum Return from Capital Markets",
    "url": "https://arxiv.org/abs/physics/0608118"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "b8f3a810-6cfc-4488-883f-018d890c0a6d",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}