Engineering Alpha

Engineering Alpha

Average True Range Indicator — The Full Guide.

A Step-by-Step Guide to This Famous Indicator and Its Strategies in Python.

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Sep 11, 2021
∙ Paid

Trading is a combination of four things, research, implementation, risk management, and post-trade evaluation. The bulk of what we spend our time doing is the first two, meaning that we spend the vast majority of the time searching for a profitable strategy and implementing it (i.e. trading). However, we forget that the pillar of trading is not losing m…

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