This is a summary of links featured on Quantocracy on Saturday, 05/07/2016. To see our most recent links, visit the Quant Mashup. Read on readers!
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Relative Strength Index (RSI) Model | Trading Strategy (Entry) [Oxford Capital]I. Trading Strategy Developer: Larry Connors (The 2-Period RSI Trading Strategy), Welles Wilder (RSI Momentum Oscillator). Source: (i) Connors, L., Alvarez, C. (2009). Short Term Trading Strategies That Work. Jersey City, NJ: Trading Markets; (ii) Wilder, J. W. (1978). New Concepts in Technical Trading Systems. Greensboro: Trend Research. Concept: The long equity trading system based on the