Fisher Transform formula
- 16 Techniques for Improving the Robustness of Alphas
- from Finding Alphas: A Quantitative Approach to Building Trading Strategies
- Publisher: John Wiley & Sons
- Released: October 2015
In this normal distribution curve, the share prices of 68 percent of the samples are assumed to vary within one standard deviation from the average of the values.
Fisher Transform indicator, which is used to transform share prices following any probability distribution function into Gaussian normal distribution and thereby helps in identifying trend reversals.
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