This is a summary of links featured on Quantocracy on Sunday, 02/13/2022. To see our most recent links, visit the Quant Mashup. Read on readers!
The Inverse Fisher Transform [Financial Hacker]The Fisher Transform converts data to or from a Gaussian distribution. It was first used in algorithmic trading by John Ehlers (1) , and became a common part of indicators since then. In a TASC January 2022 article, Ehlers described a new indicator, the Elegant Oscillator, based on the Inverse Fisher Transform. Lets have a look at this indicator and how its used in a trading system. First,