Subject: New blog post on Alvarez Quant Trading for 4/6/2022

Read the new post on Alvarez Quant Trading, Benford’s Law and Strategy Selection.

While talking to a trader, he mentioned an article in the December 2021 issue of Technical Analysis of Stocks & Commodities about Benford’s Law. I had read the same article and was wondering how it could be applied to my trading. Benford’s Law is often used to look for fraud. I am sure I am not committing fraud on myself. As we talked, we wondered whether this could help in selecting which strategy to trade from an optimization?

Continue reading


Good Quant Trading,
Cesar

Join my private trading club, The Crew. Gain access to strategies, trading education and more. Free 1 week trial.

BeWater LLC, 7241 185th Ave NE, Suite 2107, Redmond, WA 98052, United States
You may unsubscribe or change your contact details at any time.