[R-SIG-Finance] Add Bollinger Bands to Portfolio Equity Curve

BBands bbands at gmail.com
Fri Jun 17 18:25:34 CEST 2011

On Thu, Jun 16, 2011 at 2:19 PM, Idris Raja <idris.raja at gmail.com> wrote:
> Hi all.
> I am trying to add Bollinger Bands to an equity curve of one of my own
> portfolios.

Wherever did you get that idea? ;-) The first two areas beyond price
which I explored using Bollinger Bands in were indicators -- replacing
fixed levels of significance like 70 and 30 or 80 and 20 with BBs --
and equity curves.


John Bollinger, CFA, CMT

If you advance far enough, you arrive at the beginning.

More information about the R-SIG-Finance mailing list