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Using AutoCorrelation to Find Trading Signals

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Using AutoCorrelation to Find Trading Signals

How to Use AutoCorrelation to Trade the Markets

Sofien Kaabar, CFA
Mar 15
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Using AutoCorrelation to Find Trading Signals

abouttrading.substack.com

Autocorrelation is the variable’s linear correlation with its own lagged values. Insights may be gotten from autocorrelation that help understand the market’s properties. For example, persistent positive autocorrelation generally happens in trending markets while negative autocorrelation generally happens in ranging markets.

For a detailed and thorough c…

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