Subject: New blog post on Alvarez Quant Trading for 6/16/2021


My last post on Different ranking methods for a monthly S&P500 Stock Rotation Strategy generated lots of emails on other ideas to try. Below are the results of these ideas:Closing Price, ATR%, ROC/ATR%, UPI and Kaufman Efficiency Ratio * ROC.


Click here for the spreadsheet.


Good Quant Trading,
Cesar

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