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Using Percentiles to Generate Trading Signals in Python

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Using Percentiles to Generate Trading Signals in Python

Creating an Indicator that Uses Percentiles to Derive Trading Signals

Sofien Kaabar, CFA
May 18, 2022
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Using Percentiles to Generate Trading Signals in Python

abouttrading.substack.com

Statistical concepts are always present in trading whether in risk management or in strategy elaboration. Percentiles form one of the pillars of descriptive statistics, but are they helpful in trading? This article will discuss the use of percentiles to generate trades.

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