Subject: New on Alvarez Quant Trading: Bear Markets Through the Decades

Read the new post on Alvarez Quant Trading, Bear Markets Through the Decades.

Several months ago, Steven (my trading buddy) and I were talking about bear markets. I felt that bear markets seem shorter and shallower now compared to the past. I thought this would be a quick and easy research project and blog post. Nope. As I generated numbers, more questions and research paths would be generated.

My questions are
  • Are bear markets shorter?
  • Are bear markets shallower?

Continue reading

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Good Quant Trading,
Cesar

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