Subject: New blog post on Alvarez Quant Trading for 4/22/2020

Read the new post on Alvarez Quant Trading, Market Cap vs. Crash Severity

Has the market sell-off and subsequent bounce treated all stocks the same? A good portion of the bull market move from 2009 to 2019 has been led by the big-cap stocks. Did they hold up better during the March sell-off? What about with the bounce? Did the smaller-cap stocks have a bigger bounce?

No spreadsheet for this post.


Good Quant Trading,
Cesar

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