Subject: Did you read this past Alvarez Quant Trading blog post?

Revisiting old research can spark new research or trading ideas. Read this old post, Indicator Comparison: Ehler My Stochastic Indicator, RSI and ConnorsRSI.

Like all traders, I am always on the lookout for any new indicators better than the ones I am using. I have been using and promoting RSI2 since 2004 for mean reversion trading. I created the ConnorsRSI in 2012. Am I married to these indicators? No. If I find something ‘better’ I will drop them. I came across this article "Battle of the oscillators," I had to try it out.

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Good Quant Trading,
Cesar


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