The Relative Volatility Index. Deriving Trading Signals from Fluctuations.
Creating and Back-testing a Contrarian Indicator Using Pure Volatility.
11 min readJan 6, 2021
Every aspiring or professional trader knows about the Relative Strength Index — RSI. A contrarian momentum indicator that is trapped between 0 and 100 which is used in a lot of discretionary and systematic strategies…
