probability or statistics - Hodrick–Prescott filter (one-sided version) - Mathematica Stack Exchange
MATLAB | Use HP-filter to detrend macro data – Bao Nguyen
Discussion of article "Analyzing the Indicators Statistical Parameters" - Market Analysis - Articles, Library comments - MQL5 programming forum
Hodrick-Prescott filter for trend and cyclical components - MATLAB hpfilter
A novel hybrid model based on Hodrick–Prescott filter and support vector regression algorithm for optimizing stock market price prediction | Journal of Big Data | Full Text
Free download of the 'Hodrick Prescott Indicator' indicator by 'ryaz' for MetaTrader 4 in the MQL5 Code Base, 2009.10.23