Engineering Alpha

Engineering Alpha

The Direct Reversal Trading Strategy in Python

Creating & Evaluating the Direct Reversal Trading Strategy Using Python

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Aug 09, 2022
∙ Paid

The Relative Strength Index is generally the most used bounded technical indicator. There are many strategies that can be formed around it and while not all of them seem to add direct value to profitability or at least they lack enough evidence to prove their usefulness, it should not stop us from thinking about new ways to exploit this simple yet wonde…

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