Engineering Alpha

Engineering Alpha

Creating a Volatility-Based Trading Strategy.

Creating Trading Rules Out of a Volatility Indicator.

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Jan 31, 2022
∙ Paid

This article will discuss and back-test a volatility trend following trading strategy based on the famous average true range indicator. As always, the aim is to innovate and find new trading strategies that add value to the whole process.

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