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Fourier series decomposition of stock prices

Click on the Fourier_decomposition_of_stock_prices.ipynb file, then on the button to laucnh the notebook in Google Collab.

TRES IMPORTANT !

Une décomposition en séries de Fourier se faitr sur une fonction périodique. On fait l'hypothèse que les cours sont périodiques. Vous pouvez (devez) aussi les détrender en retirer, par exemple, la moyenne mobile à 100 jours. Si vous préparez le GO, il est super important de préciser cela !

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