The Fisher ROC transform is a mathematical transformation applied to time series data, often in financial markets, to identify potential price reversals. It converts the rate of change (ROC) of a price into a standardized, more Gaussian-like distribution. This makes it easier to identify extreme values, which may signal overbought or oversold conditions. Traders use Fisher ROC to generate buy or sell signals based on crossings of defined thresholds. Because of its Gaussian-like nature, standard deviations can be used more effectively to identify these thresholds.
This tech insight summary was produced by Sumble. We provide rich account intelligence data.
On our web app, we make a lot of our data available for browsing at no cost.
We have two paid products, Sumble Signals and Sumble Enrich, that integrate with your internal sales systems.