Engineering Alpha

Engineering Alpha

The Bollinger Bands Width Indicator

Coding & Presenting the Bollinger Bands Width Indicator in Python

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Jun 23, 2022
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We can transform Bollinger bands so that we measure their width, thus helping us understanding whether Bollinger bands-based strategies will work better or not. This article presents the details of the Bollinger bands width indicator.

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