Subject: Webinar: Market Discussion with Cesar on June 28th

Webinar: Market Discussion with Cesar on June 28th

June 26th, 2023 at 9:50 am PDT

My trading buddy, Steven Gabriel, and I will be discussing the markets on June 28th at 1:30pm Seattle time. Come join us, listen, ask questions and share your thoughts. Zoom link: https://us02web.zoom.us/j/82637522306 Please do not share the Zoom ...

New on Alvarez Quant Trading: Efficiency Ratio and Mean Reversion

June 7th, 2023 at 1:41 pm PDT

Read the new post on Alvarez Quant Trading, Efficiency Ratio and Mean Reversion. While reading the January 2023 issue of Technical Analysis of Stocks Commodities, I came across an article about Efficiency Ratio (ER) by Perry Kaufman. In the article, ...

Did you read this past Alvarez Quant Trading blog post?

May 24th, 2023 at 12:48 pm PDT

We are all are looking for the perfect trading strategy. Did you read ETF Bond Rotation? In my last post I discussed SPY/TLT rotation strategies. Today, I will be using the same ideas from the post but on a basket of bond ETFs. The first difficult d ...

Webinar: Market Discussion with Cesar on May 18th

May 16th, 2023 at 10:07 am PDT

My trading buddy, Steven Gabriel, and I will be discussing the markets on May 18th at 2:30 pm Seattle time. Come join us, listen, ask questions and share your thoughts. At the beginning of the meeting, we will be discussing: How big of a drawdown can ...

Did you read this past Alvarez Quant Trading blog post?

April 19th, 2023 at 9:13 am PDT

We are all are looking for the perfect trading strategy. Did you read What to do when you find the Holy Grail? As I have mentioned in several interviews, I am always looking for new strategies. One area that fascinates me is stock options. Because ...

Webinar: Market Discussion with Cesar on March 27th

March 24th, 2023 at 9:52 am PDT

My trading buddy, Steven Gabriel, and I will be discussing the markets on March 27th at 3:30 pm Seattle time. Come join us, listen, ask questions and share your thoughts. Zoom link: https://us02web.zoom.us/j/84953426978 Please do not share the Zoo ...

New on Alvarez Quant Trading: Volume and Mean Reversion Part 2

March 22nd, 2023 at 9:38 am PDT

Read the new post on Alvarez Quant Trading, Volume and Mean Reversion Part 2. From the Volume and Mean Reversion post, a reader sent a suggestion to instead use the ratio of 10 day moving average of the Close times Volume divided by the 63-day moving ...

Did you read this past Alvarez Quant Trading blog post?

February 10th, 2023 at 12:16 pm PDT

Just this week, I had a consulting client run into this issue. Make sure you are of it. Did you read Backtesting a Dividend Strategy. I was recently at a NWTTA presentation about the “S P 500 Dividend Aristocrats” and how to trade these stocks. ...

Webinar: Market Discussion with Cesar on Febraury 1st

January 30th, 2023 at 10:10 am PDT

My trading buddy, Steven Gabriel, and I will be discussing the markets on February 1st at 1:30 pm Seattle time. Come join us, listen, ask questions and share your thoughts. Zoom link: https://us02web.zoom.us/j/84123043568 Please do not share the ...

CORRECTION for blog post: Three Factor ETF Rotation Strategy

January 18th, 2023 at 10:15 am PDT

This post was corrected on January 18, 2023, after an error was discovered in the code. What is rare, the results with the correct code are better. Read the post on Alvarez Quant Trading, Three Factor ETF Rotation Strategy. I am drawn to ETF rotati ...