Subject: New on Alvarez Quant Trading: Reducing Whipsaws When Using 200-day Moving Average for Market Timing

New on Alvarez Quant Trading: Reducing Whipsaws When Using 200-day Moving Average for Market Timing

September 27th, 2023 at 11:10 am PST

Read the new post on Alvarez Quant Trading, Reducing Whipsaws When Using 200-day Moving Average for Market Timing. I was working on testing a market timing indicator that I read about it. It was showing some promise and the next step was to compare i ...

Did you read this past Alvarez Quant Trading blog post?

September 20th, 2023 at 12:36 pm PST

Revisiting old research can spark new research or trading ideas. Did you read Market Timing with a Canary, Gold, Copper, LQD, IEF and much more? One commonality in my strategies is the inclusion of a market timing component. This could be a signal to ...