Subject: New blog post on Alvarez Quant Trading for 9/30/2020
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 ...
New blog post on Alvarez Quant Trading for 7/22/2020
July 22nd, 2020 at 8:17 am PDTRead the new post on Alvarez Quant Trading, The importance of testing different exits. When developing a strategy, exits are often not given a second thought. If you are creating a mean reversion, you may default to using Close greater than the 2- ...
Did you read this past Alvarez Quant Trading blog post?
July 15th, 2020 at 9:08 am PDTRevisiting old research can spark new research or trading ideas. Read this old post, N-Day exits with Mean Reversion. My last post on using PercentRank to measure mean reversion proved very popular. A reader looked at the trades and wondered if it ...
Live Market Discussion with Cesar
July 13th, 2020 at 12:24 pm PDTMy trading buddy, Steven Gabriel, and I will be discussing the markets live July 16 at 4pm 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 zone. ...
New blog post on Alvarez Quant Trading for 6/24/2020
June 24th, 2020 at 8:40 am PDTRead the new post on Alvarez Quant Trading, How to turn off a strategy using historical volatility. A very common question I get, is “when should I turn off a strategy?” Given the very volatile markets we have had the last few months, I can rel ...
Live Market Discussion with Cesar
June 10th, 2020 at 9:21 am PDTMy trading buddy, Steven Gabriel, and I will be discussing the markets live June 11 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 zone. ...
Did you read this past Alvarez Quant Trading blog post?
June 10th, 2020 at 8:40 am PDTRevisiting old research can spark new research or trading ideas. Read this old post, Using recent returns for Mean Reversion. In most of my mean reversion posts, I use RSI(2) to determine if a stock has sold off. In this post, I will explore how to ...