Engineering Alpha

Engineering Alpha

The Relative Vigor Index

Coding the Relative Vigor Index in Python

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Jun 11, 2022
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Another famous and relatively complex indicator will be discussed in this article. It is a contrarian oscillator that is best used in ranging markets. I am of course talking about the Relative Vigor Index. In this article, we will present the fundamentals and how to code it.

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