Engineering Alpha

Engineering Alpha

Identifying Momentum Reversals With Extreme Duration

Creating & Coding the Extreme Duration to Trade the Markets

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Jan 13, 2023
∙ Paid

In technical analysis, we spend time analyzing when markets are oversold and overbought but we never look at how long do they stay oversold and overbought. What if the duration of time spent oversold/overbought can help us know when on average, the market will finally react? Most of the time, we are happy to see that we are on extremes with regards to a…

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