Engineering Alpha

Engineering Alpha

The Stochastic-RSI Indicator — A Primer.

Coding the Stochastic-RSI in Python.

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Mar 26, 2022
∙ Paid

The Stochastic-RSI is another known indicator created by fusing together the already known RSI and stochastic indicators. Its utility is controversial but we will try to shed some light on it by using it in a systematic trading framework. The aim of the article is to code the RSI, stochastic, and the Stochastic-RSI indicators.

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