Subject: New on Alvarez Quant Trading: Volume and Mean Reversion Part 2

Read the new post on Alvarez Quant Trading, Volume and Mean Reversion Part 2.

From the Volume and Mean Reversion post, a reader sent a suggestion to instead use the ratio of 10 day moving average of the Close times Volume divided by the 63-day moving average of the Close times Volume (CV10/63). I had not tried this before and wanted to see how well it would work.

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Cesar

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