Engineering Alpha

Engineering Alpha

The Gap Fill Trading Strategy.

Creating a Strategy Based on Filling the Gaps.

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Nov 05, 2021
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Gaps form an important part of price action. They vary in rareness from market to market. For instance, in the currencies market, they usually happen on opening following the weekend or whenever there is a big announcement while in stocks, gaps are fairly common from one day to another. 

In this article, we will see the different types of g…

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