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The Fisher Aggregate Index. An Attempt to Detect Market Tops & Bottoms.

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The Fisher Aggregate Index. An Attempt to Detect Market Tops & Bottoms.

Squeezing out the best of the Fisher Transformation.

Sofien Kaabar, CFA
Jan 16, 2022
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The Fisher Aggregate Index. An Attempt to Detect Market Tops & Bottoms.

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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