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The Fisher Aggregate Index

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The Fisher Aggregate Index

Squeezing out the best of the Fisher Transformation

Sofien Kaabar, CFA
Oct 15, 2022
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The Fisher Aggregate Index

abouttrading.substack.com

The incredible Fisher transformation can also be “transformed” in order to enhance its signals. In this article, we will discuss the Fisher transformation and then from it, create the Fisher aggregate index, a contrarian technical indicator used to detect market inflections.

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