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Market Pulse: RSI Strategy and Changes in NQ Equilibrium Oscillation

Posted by Erik Martin Hansén

On Fridays, Market Pulse focuses on rule-based strategies. We use systematic models based on data, objective signals and risk diversification.

In several Friday episodes this spring, I have talked about market filters and different types of market filters. Today we will look at the following:

  • How to find buy and sell signals according to the RSI indicator on the platform
  • The Rules of an RSI Strategy from Larry Connors
  • Backtest on RSI with Swedish stocks as universe
  • Changes to the NQ Equilibrium Reversal Large Cap strategy and rationale behind adjustments

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Posted by Erik Martin Hansén
After studying at Uppsala University, Erik Hansén has worked in the financial industry since 2007 at several brokerage firms and traded privately. In his role as an analyst, Erik has written highly regarded market letters.

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