Subject: Did you read this past Alvarez Quant Trading blog post?

Just this week, I had a consulting client run into this issue. Make sure you are of it. Did you read StockCharts Technical Rank (SCTR) Rotation Strategy?
 
My post last week on the analysis of StockCharts Technical Rank (SCTR) produced lots of emails and comments with great ideas. One idea that I liked was a simple rotation strategy using SCTR. I mentioned in the post that maybe using SCTR as ranking method would produce different results.

Normally I don’t post this quickly but I wanted to share these new results because they give a different view of SCTR.

Click here continue reading

Good Quant Trading,
Cesar


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