Subject: Did you read this past Alvarez Quant Trading blog post?
Did you read this past Alvarez Quant Trading blog post?
December 21st, 2022 at 9:20 am PSTJust this week, I had a consulting client run into this issue. Make sure you are of it. Did you read StockCharts Technical Rank (SCTR) Rotation Strategy? My post last week on the analysis of StockCharts Technical Rank (SCTR) produced lots of emails ...
New on Alvarez Quant Trading: Volume and Mean Reversion
December 7th, 2022 at 9:29 am PSTRead 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 tra ...
Webinar: Market Discussion with Cesar on November 30th
November 28th, 2022 at 9:58 am PSTMy trading buddy, Steven Gabriel, and I will be discussing the markets on November 30th at 1:30 pm Seattle time. Come join us, listen, ask questions and share your thoughts. Zoom link: https://us02web.zoom.us/j/88005949155 Please do not share the ...
Did you read this past Alvarez Quant Trading blog post?
November 16th, 2022 at 12:09 pm PSTJust this week, I had a consulting client run into this issue. Make sure you are of it. Did you read Pre-inclusion Bias: How to create a false strategy? Recently I had reader send me the rules for a stock trend following strategy. He knew these are ...
New blog post on Alvarez Quant Trading: Mean Reversion Check Up 2022
October 24th, 2022 at 10:34 am PSTRead the new post on Alvarez Quant Trading, Mean Reversion Check Up 2022. A common question I get is whether mean reversion is still working. My response is I am still trading a mean reversion strategy but the edges seem to get smaller. Over the year ...
Webinar: Market Discussion with Cesar on October 5th
October 3rd, 2022 at 9:54 am PSTMy trading buddy, Steven Gabriel, and I will be discussing the markets on October 5th at 1:30 pm Seattle time. Come join us, listen, ask questions and share your thoughts. Zoom link: https://us02web.zoom.us/j/87864114957 Please do not share the Zo ...
Did you read this past Alvarez Quant Trading blog post?
September 28th, 2022 at 9:38 am PSTRevisiting old research can spark new research or trading ideas. Did you read RSI2 (Relative Strength Index) Indicator Analysis? From my time with working with Larry Connors, I have become known for using the 2-Period RSI (RSI2) (Relative Strength In ...
New blog post on Alvarez Quant Trading for 9/14/2022
September 14th, 2022 at 9:53 am PSTRead the new post on Alvarez Quant Trading, Three Factor ETF Rotation Strategy. I am drawn to ETF rotation strategies. What likely draws me to them is that in general, these are simple strategies that do not trade that often. My goal with these str ...
Did you read this past Alvarez Quant Trading blog post?
August 24th, 2022 at 11:31 am PSTRevisiting old research can spark new research or trading ideas. Did you read Trading the Equity Curve – More Ideas? A couple posts ago, I looked at Trading the Equity Curve and found interesting results but nothing that made me decide this works f ...
Webinar: Market Discussion with Cesar on August 24th
August 22nd, 2022 at 9:43 am PSTMy trading buddy, Steven Gabriel, and I will be discussing the markets on August 24th at 2:00 pm Seattle time. Come join us, listen, ask questions and share your thoughts. Zoom link: https://us02web.zoom.us/j/81567273033 Please do not share the Zo ...