Stocks & Commodities V. 44:01 (16–18): The Reversion Index by John F. Ehlers
Product Description
The Reversion Index by John F. Ehlers
The reversion index can provide timely buy and sell signals for reversion-to-the-mean strategies. Find out how to calculate and plot it.
The basic idea of the reversion index is simple: It is the short-term sum of the bar-to-bar price differences normalized to the sum of the absolute values of those price differences. In an ideal world, the reversion index swings from -1 to +1 ...
The reversion index can provide timely buy and sell signals for reversion-to-the-mean strategies. Find out how to calculate and plot it.
The basic idea of the reversion index is simple: It is the short-term sum of the bar-to-bar price differences normalized to the sum of the absolute values of those price differences. In an ideal world, the reversion index swings from -1 to +1 ...
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