The Quantopian Podcast cover image

Quant Radio: Reviving the Holy Grail of Quant Trading

The Quantopian Podcast

00:00

Harnessing RSI for Mean Reversion

This chapter explores a unique two-period Relative Strength Index (RSI) trading strategy focused on mean reversion during price drops. The findings reveal its effectiveness, particularly in bull markets, highlighting average gains and the variance in performance among different market capitalizations.

Transcript
Play full episode

The AI-powered Podcast Player

Save insights by tapping your headphones, chat with episodes, discover the best highlights - and more!
App store bannerPlay store banner
Get the app