In the context of autoregressive (AR) models, the coefficients represent the weights assigned to the lagged values of the time series to predict the current value. These coefficients capture the relationship between the current observation and its past values. The goal is to find the coefficients that best fit the historical data, allowing the model … Read more
By Rekhit Pachanekar The origin of the Relative Strength Index (RSI) indicator is quite interesting. Created in 1986 by J. Welles Wilder, who was an engineer, land developer first and then a commodities trader, the RSI indicator has come a long way since its origin. Even though J. Welles Wilder was working on commodities when … Read more
By Ajay Pawar This blog serves as an introduction to key concepts, but for a solid foundation in backtesting, it’s recommended to start with How to Backtest: Strategy, Analysis, and More. This will help you understand the fundamentals of testing, and analysing trading strategies before deploying them. Introduction Traditional backtesting assumes that optimising a strategy … Read more