Engineering Alpha

Engineering Alpha

Boosting Momentum With this Trading Strategy

Creating and Coding a Contrarian Trading Strategy

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Nov 08, 2022
∙ Paid

Contrarian strategies are concerned with market timing and they seek to find extreme environments so that a position in the other way becomes profitable as the market corrects. In this article, the strategy discussed is a simple one based on a differencing method of one famous momentum indicator called the RSI of which we have discussed many times in pr…

User's avatar

Continue reading this post for free, courtesy of Sofien Kaabar, CFA.

Or purchase a paid subscription.
© 2026 Sofien Kaabar · Privacy ∙ Terms ∙ Collection notice
Start your SubstackGet the app
Substack is the home for great culture