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Correlation Trading - Improving the RSI

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Correlation Trading - Improving the RSI

Analyzing Results from Different RSI Approaches

Sofien Kaabar, CFA
Dec 7, 2022
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Correlation Trading - Improving the RSI

abouttrading.substack.com

This article will compare the results of the relative strength index — RSI — strategy to two different types of relative strength indexes over a period of ten years’ worth of intraday FX data. Theoretically, an indicator followed by a sizeable number of market participants such as the relative strength index should have more impact and weight than its o…

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