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

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

Squeezing out the best of the Fisher Transformation.

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Jan 16, 2022
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All About Trading!
All About Trading!
The Fisher Aggregate Index. An Attempt to Detect Market Tops & Bottoms.
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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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