Engineering Alpha

Engineering Alpha

A Trading Strategy on the Keltner Channel

Coding a New Trading Strategy in Python

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Jan 17, 2023
∙ Paid

We do not have to stick to theoretical and classical strategies that are presented with indicators. The default version is rarely if ever profitable or even useful which is why we must become creative with them. This article presents a type of strategy to be used with volatility bands such as the Keltner channel.

If you are interested by trend following …

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