Nifty Futures – Autocorrelation Turns Positive Again

The Expected shorter term weakness in the market is short sustained and market showed strength in the second half of the session. Nifty Autocorrelation...
Rajandran R
25 sec read

Analysis : High Probability Long in Nifty Futures?

Nifty Daily charts shows that very recently 10 day auto correlation turned positive and the smooth RSI oscillator indicates trend strength is accelerating. And...
Rajandran R
30 sec read

High Probability Mean Reversion in Nifty Futures

Nifty Futures 10 day autocorrelation turned negative for the last two days also the smooth oscillator holding near oversold zone which indicates possible mean...
Rajandran R
33 sec read

Autocorrelation and Stochastic Mean Reversion Trading

Here is a simple mean reversion trading strategy using Autocorrelation and Stochastic osciallator crossover. In the last article we seen about autocorrelation that negative...
Rajandran R
42 sec read

Codesnippet : Autocorrelation Amibroker AFL and Pinescript Code

"Autocorrelation, also known as serial correlation, is the cross-correlation of a signal with itself. Informally, it is the similarity between observations as a function...
Rajandran R
53 sec read