Subject: New on Alvarez Quant Trading: 2023 Rally – How Strong Is It?
New on Alvarez Quant Trading: 2023 Rally – How Strong Is It?
December 20th, 2023 at 10:43 am PDTRead the new post on Alvarez Quant Trading, 2023 Rally – How Strong Is It? This end of year rally which started on October 2023 has been strong. My trading buddy and I started wondering how this compares to the past. Is this a “normal” strong r ...
Did you read this past Alvarez Quant Trading blog post?
December 13th, 2023 at 10:57 am PDTRevisiting old research can spark new research or trading ideas. Did you read Exiting using limit orders. Most of us focus our research time looking to find better entries. We don’t spend enough time thinking about our exits. I am definitely guilty ...
New on Alvarez Quant Trading: Sector Rotation Strategy: Should Trading Rules Make Sense?
November 15th, 2023 at 9:01 am PDTRead the new post on Alvarez Quant Trading, Sector Rotation Strategy: Should Trading Rules Make Sense? I was doing my usual reading when I came across a sector rotation strategy. I have seen lots of these strategies but this one had a different twist ...
Did you read this past Alvarez Quant Trading blog post?
November 1st, 2023 at 10:06 am PDTRevisiting old research can spark new research or trading ideas. Did you read The Simplest Momentum Indicator. We all have our favorite momentum indicators. One of mine is percent off 1 year high. This requires 252 data points and comparisons, plus a ...
Webinar: Market Discussion with Cesar on October 25th
October 23rd, 2023 at 10:02 am PDTMy trading buddy, Steven Gabriel, and I will be discussing the markets on October 25th at 1:30pm Seattle time. Come join us, listen, ask questions and share your thoughts. Zoom link: https://us02web.zoom.us/j/84856553436 Please do not share the Zo ...
New on Alvarez Quant Trading: Reducing Whipsaws When Using 200-day Moving Average for Market Timing
September 27th, 2023 at 11:10 am PDTRead 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 PDTRevisiting 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 ...
Update on Alvarez Quant Trading: VIXY & SVXY Strategies
August 30th, 2023 at 9:52 am PDTRead the updated post on Alvarez Quant Trading, VIXY SVXY Strategies. My recent research has been on the volatility Exchange Traded Products. My focus has been on long trades using VXX and XIV. Although VXX has a very strong downtrend, I am not a fan ...
Webinar: Market Discussion with Cesar on August 30th
August 28th, 2023 at 10:32 am PDTMy trading buddy, Steven Gabriel, and I will be discussing the markets on August 30th at 1:30pm Seattle time. Come join us, listen, ask questions and share your thoughts. Zoom link: https://us02web.zoom.us/j/88907802428 Please do not share the Zoo ...
Did you read this past Alvarez Quant Trading blog post?
July 5th, 2023 at 9:01 am PDTWe are all are looking for the perfect trading strategy. Did you read The 50/50 SPY Strategy? There is a dual nature of trend following strategies. They generally reduce your drawdowns during the bad years at the expense of underperforming during th ...