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Keltners WIP

Work In Progress. Buying at a lower Keltner channel.

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2 responses

Interesting notebook, and great first post. I'm especially interested in these type of channel strategies as the mathematical reasoning behind them I find elegant, and can be computed with statistical rigor. Keltner channels are especially cool as they tend to fair better in trending markets than Bollinger Bands. You're off to a good start in Quantopian Research, please post updates about this Keltner stuff I'm excited to see what you find!



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Could you please point me to some literature on the "elegant mathematics" of the channels indicators?

Sincerest thanks,