This is a summary of links featured on Quantocracy on Wednesday, 02/16/2022. To see our most recent links, visit the Quant Mashup. Read on readers!
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Internal Bar Strength for Mean Reversion [Alvarez Quant Trading]Ive been writing this blog for nine years now. Sometimes I am amazed about topics I have not covered and this is one of them. When developing a new strategy, these are the indicators I likely test: RSI, Historical Volatility and Internal Bar Strength (IBS). I had a reader send me an email pointing me to research done on IBS. I thought let me send him my blog post on this. After searching my