Markets: A Rigorous Course
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M04 · Problem 4 ★ Check

RSI by hand

A stock's closes over 16 days are (₹) 1000, 1010, 1005, 1012, 1020, 1015, 1025, 1030, 1022, 1035, 1040, 1038, 1045, 1050, 1042, 1055. Compute the 14-day Wilder RSI on day 14 (the 15th close) and on day 15. Verify the first value with Proposition 4.3.

Answers

Commas, ₹, % and 1e-3 notation are accepted.

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