Engineering Alpha

Engineering Alpha

Technical Analysis-Infused Machine Learning

Utilizing Machine Learning to Predict the Relative Strength Index

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Oct 09, 2024
∙ Paid

Forecasting market returns using machine learning models can be daunting. This can push us to find opportunities elsewhere, such as trying to forecast price derivatives or other indicators that exhibit less noise.

This article will show how to code a linear regression algorithm that forecasts the changes in the relative strength index, which helps to for…

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