Engineering Alpha

Engineering Alpha

Market Regime Detection With Moving Averages

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

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Apr 04, 2022
∙ Paid

Detecting the market state is an important 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 those ways are moving averages, especially when grouped together. This article will discuss creating a moving average index that…

User's avatar

Continue reading this post for free, courtesy of Sofien Kaabar, CFA.

Or purchase a paid subscription.
© 2026 Sofien Kaabar · Privacy ∙ Terms ∙ Collection notice
Start your SubstackGet the app
Substack is the home for great culture