Engineering Alpha

Engineering Alpha

Creating a Technical Indicator From Scratch in Python.

Thinking About & Creating a Technical Indicator.

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Jan 13, 2022
∙ Paid

Anybody can create a calculation that aids in detecting market reactions. The question is, how good will it be? It is always complicated to find a good indicator because of the ever-changing market regime which alternates between trending, ranging, and random. In this article, we will think about a simple indicator and create it ourselves in Python from…

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