Subject: New on Alvarez Quant Trading: Volume and Mean Reversion

Read the new post on Alvarez Quant Trading, Volume and Mean Reversion.

Overall, I have had very little success integrating volume into any of my strategies. Either volume would have no predictive value or if it did, using it reduced the number of trades too much to be worthwhile. It has been a long while since I have looked into this and I had some new ideas.

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Good Quant Trading,
Cesar

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