There are many ways of explaining capital markets mathematically. One of these is by treating the prices of stocks as random signals. This academic article seeks to explain the application of Discrete Trigonometric Transforms (DTT) as a tool for financial signal processing. As a signal travels over time, it leaves a trail which is called a wave. It is these waves that DTT will analyse to indicate trend, which is useful to financial experts. In the recent years, many capital markets have emerged. The Nairobi Stock Exchange(NSE), the largest stock market in East and Central Africa, could employ this method to improve the quality of decisions made to achieve maximum profit for the market, and maximum return to investors. With financial signal processing, the NSE could achieve the status of developed markets like the S and P 500, FTSE, Dow Jones Industrial and NASDAQ.