Engineering Alpha

Engineering Alpha

Detecting Market Direction & State Using the Global Moving Average Scanner in Python.

Creating the Global Moving Average Scanner in Python to Determine Market State.

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Sep 26, 2021
∙ Paid

Detecting the market state is a primordial step in choosing a long or short bias. Most of the time we subjectively say that a market is bullish or bearish but there are many ways to understand more the current state and one of thoses ways are moving averages, especially when grouped together. This article will discuss creating a Global index that will h…

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