Engineering Alpha

Engineering Alpha

The Relative Vigor Index — The Full Guide.

Coding the Relative Vigor Index in Python.

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Oct 11, 2021
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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.

The Building Blocks

The Relative Vigor Index is composed of many building blocks,…

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