Engineering Alpha

Engineering Alpha

A Statistical & Pattern Recognition Trading Strategy.

Combining a Statistical Indicator With a Timing Pattern in a Trading Strategy.

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Oct 05, 2021
∙ Paid

Combining strategies and indicators is always the right path towards a robust technical or quantitative trading system. In this article, the quest continues towards combining different elements in the hope of finding a reliable system. We will code and discuss the Bollinger Bands representing the statistical part and the Fibonacci Timing Pattern represe…

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