Subject: New blog post on Alvarez Quant Trading for 5/18/2022

Read the new post on Alvarez Quant Trading, SPX and Gold Momentum Portfolio.

Given the current rise in inflation, there has been a lot more interest in assets that do well during these times. Gold is one asset that is frequently brought up as an inflation hedge. I have also seen more lately about combining these two into a portfolio.

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Click here to download spreadsheet.

Good Quant Trading,
Cesar

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