Engineering Alpha

Engineering Alpha

Financial Pattern Recognition & Trend Following in Python.

Creating a Trend Following Strategy Based on Pattern Recognition.

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Jan 12, 2022
∙ Paid

Pattern recognition-infused trend following strategy? This is too fancy of a name for such a simple strategy. This article discusses an idea of transforming data and applying classical techniques onto it. First, we will discuss and code a new type of charting I regularly use, then, we will discuss a simple pattern before finally, presenting the strategy…

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