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Statistical Overbought & Oversold Levels on Technical Indicators.

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Statistical Overbought & Oversold Levels on Technical Indicators.

Mean-Reversion Trading with Technical Indicators.

Sofien Kaabar, CFA
Dec 26, 2021
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Statistical Overbought & Oversold Levels on Technical Indicators.

abouttrading.substack.com

We are constantly told about oversold and overbought levels as fixed numbers, but as markets move, so do their structure and statistical properties. We need to find a more objective and dynamic way to detect oversold and overbought levels on technical indicators. 

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