Subject: Did you read this past Alvarez Quant Trading blog post?

Did you read this past Alvarez Quant Trading blog post?

March 2nd, 2022 at 10:46 am PDT

Revisiting old research can spark new research or trading ideas. Did you read Trading the Equity Curve? A popular method for determining if a strategy should be kept trading is trading the equity curve. What this means we apply an indicator, say 200- ...

New blog post on Alvarez Quant Trading for 2/16/2022

February 16th, 2022 at 9:16 am PDT

Read the new post on Alvarez Quant Trading, Internal Bar Strength for Mean Reversion. I’ve been writing this blog for nine years now. Sometimes I am amazed about topics I have not covered and this is one of them. When developing a new strategy, the ...

Did you read this past Alvarez Quant Trading blog post?

February 2nd, 2022 at 11:03 am PDT

Revisiting old research can spark new research or trading ideas. But often our trading results are dictated but what we do when things do not go according plan. This happened again to me over Thanksgiving weekend. Read this old post, Equity Curve Mon ...

Webinar: Market Discussion with Cesar on January 28th

January 26th, 2022 at 11:18 am PDT

My trading buddy, Steven Gabriel, and I will be discussing the markets on January 28th at 10am Seattle time. Come join us, listen, ask questions and share your thoughts. Zoom link: https://us02web.zoom.us/j/89988147367 Please do not share the Zoom ...

New blog post on Alvarez Quant Trading for 1/12/2022

January 12th, 2022 at 8:51 am PDT

Read the new post on Alvarez Quant Trading, SP-500 Seasonality. I’ve been seeing lots of seasonality type charts on the S P500 where they take the average return for each day of the year and then create a return curve for the year. The chart often ...