Subject: New blog post on Alvarez Quant Trading for 2/16/2022

Read the new post on Alvarez Quant Trading, Internal Bar Strength for Mean Reversion.

I’ve been writing this blog for nine years now. Sometimes I am amazed about topics I have not covered and this is one of them. When developing a new strategy, these are the indicators I likely test: RSI, Historical Volatility and Internal Bar Strength (IBS). I had a reader send me an email pointing me to research done on IBS. I thought let me send him my blog post on this. After searching my records and site, I could not find one. That made it easy to decide what my next post would be about.

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Good Quant Trading,
Cesar

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