autocorrelation
The Expected shorter term weakness in the market is short sustained and market showed strength in the second half of the...
Nifty Daily charts shows that very recently 10 day auto correlation turned positive and the smooth RSI oscillator indicates trend strength...
Nifty Futures 10 day autocorrelation turned negative for the last two days also the smooth oscillator holding near oversold zone which...
Here is a simple mean reversion trading strategy using Autocorrelation and Stochastic osciallator crossover. In the last article we seen about...
"Autocorrelation, also known as serial correlation, is the cross-correlation of a signal with itself. Informally, it is the similarity between observations...