Engineering Alpha

Engineering Alpha

Trading Gaps. A Guide in Python

Introducing Gaps and How to Identify and Trade Them

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
May 20, 2022
∙ Paid

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 gaps and then c…

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