Engineering Alpha

Engineering Alpha

Using Percentiles to Generate Trading Signals

Creating an Indicator that Uses Percentiles to Derive Trading Signals

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Jul 03, 2022
∙ Paid
www.pxfuel.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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