Engineering Alpha

Engineering Alpha

The Hull RSI - Coding Technical Indicators

Coding & Trading the Hull RSI in Python.

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Jun 15, 2022
∙ Paid

The Hull moving average is an enhanced version that has slightly less lag than many other types of moving averages. We want to see if it helps improve the signals on the relative strength index which uses the smoothed moving average in its formula. The basic idea of the article is really simple as it aims to swap one element in the formula.

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