Subject: New blog post on Alvarez Quant Trading for 12/11/2020
New blog post on Alvarez Quant Trading for 12/11/2020
December 11th, 2020 at 9:16 am PDTRead the new post on Alvarez Quant Trading, Using Probability Cones to Test for Strategy Death. The most common question I get is how do you determine that a strategy is no longer working. It is also the question that I don’t have a good answer for ...
Webinar: Market Discussion with Cesar on December 2
November 30th, 2020 at 12:34 pm PDTMy trading buddy, Steven Gabriel, and I will be discussing the markets on December 2nd at 1pm Seattle time. Come join us, listen, ask questions and share your thoughts. Click here for Zoom link and to see what time the meeting is in your time zo ...
Did you read this past Alvarez Quant Trading blog post?
November 11th, 2020 at 8:12 am PDTRevisiting old research can spark new research or trading ideas. Read this old post, Can A Simple Market Timing Indicator Be Beat? As long time readers of my blog know, I often use a market timing indicator in my strategies. My favorite one, and a ...
New blog post on Alvarez Quant Trading for 10/28/2020
October 28th, 2020 at 8:45 am PDTRead the new post on Alvarez Quant Trading, Slippage and low liquidity stocks. Recently, I have been working on a strategy that trades stocks with low dollar turnover. The initial performance was attractive and I was liking the strategy. But there we ...
Did you read this past Alvarez Quant Trading blog post?
October 14th, 2020 at 9:15 am PDTRevisiting old research can spark new research or trading ideas. Read this old post, Simple ConnorsRSI Strategy on S P500 Stocks. A frequently asked question is how I pick which variation from an optimization run to trade. This post will cover a Co ...
Webinar: Market Discussion with Cesar on Oct 8
October 7th, 2020 at 4:08 pm PDTMy trading buddy, Steven Gabriel, and I will be discussing the markets tomorrow October 8 at 3pm Seattle time. Come join us, listen, ask questions and share your thoughts. Click here for Zoom link and to see what time the meeting is in your time ...
New blog post on Alvarez Quant Trading for 9/30/2020
September 30th, 2020 at 8:29 am PDTRead the new post on Alvarez Quant Trading, Using strength to exit a mean reversion trade. I had a long-time reader, Cristian Franchi, send me a mean-reversion strategy that he wanted me to test and write about. What caught my attention was the rul ...
Webinar: Market Discussion with Cesar
September 1st, 2020 at 4:29 pm PDTMy trading buddy, Steven Gabriel, and I will be discussing the markets tomorrow September 2 at 2pm Seattle time. Come join us, listen, ask questions and share your thoughts. Click here for Zoom link and to see what time the meeting is in your ti ...
New blog post on Alvarez Quant Trading for 8/26/2020
August 26th, 2020 at 8:34 am PDTRead the new post on Alvarez Quant Trading, Be Careful of Big Years. While doing research on a mean reversion strategy, I was really happy with the Compounded Annual Returns (CAR) of 51%. I was thinking, I may have a new strategy to add to my stable ...
Did you read this past Alvarez Quant Trading blog post?
August 19th, 2020 at 8:28 am PDTRevisiting old research can spark new research or trading ideas. Read this old post, Country ETF Rotation – Reader’s Suggestions. My last post on Country ETF Rotation generated several ideas of what to test to improve the results. Click here ...