Subject: New blog post on Alvarez Quant Trading for 8/3/2022
New blog post on Alvarez Quant Trading for 8/3/2022
August 3rd, 2022 at 9:28 am PDTRead the new post on Alvarez Quant Trading, Avoiding Volatile Trades. In my last blog post, Using Historical Volatility for Parameter Adjustment, I tested using historical volatility to determine trade rules. While reading the July 2022 Technical A ...
Did you read this past Alvarez Quant Trading blog post?
July 20th, 2022 at 9:50 am PDTRevisiting old research can spark new research or trading ideas. Did you read, Mean Reversion Entry Timing? One of the first tests I did when I got AmiBroker twenty years ago was a mean reversion test. It was a classic set up, a stock in an uptrend, ...
Webinar: Market Discussion with Cesar on July 18th
July 16th, 2022 at 2:49 pm PDTMy trading buddy, Steven Gabriel, and I will be discussing the markets on July 18th at 2:00 pm Seattle time. Come join us, listen, ask questions and share your thoughts. Zoom link: https://us02web.zoom.us/j/82671645885 Please do not share the Zoom ...
New blog post on Alvarez Quant Trading for 6/23/2022
June 23rd, 2022 at 2:04 pm PDTRead the new post on Alvarez Quant Trading, Using Historical Volatility for Parameter Adjustment. The AllocateSmartly website often has interesting posts. Recently I was reading the article "Trending Fast and Slow" and thought about other ideas to te ...
Did you read this past Alvarez Quant Trading blog post?
June 15th, 2022 at 10:08 am PDTGiven the change in the markets in the last six months, I figured revisting the emotional quant curve would be good. Click here continue reading Good Quant Trading, Cesar Looking for more strategies to trade and a group of like minded t ...
New blog post on Alvarez Quant Trading for 5/18/2022
May 18th, 2022 at 9:17 am PDTRead the new post on Alvarez Quant Trading, SPX and Gold Momentum Portfolio. Given the current rise in inflation, there has been a lot more interest in assets that do well during these times. Gold is one asset that is frequently brought up as an infl ...
Did you read this past Alvarez Quant Trading blog post?
May 4th, 2022 at 10:59 am PDTRevisiting old research can spark new research or trading ideas. Did you read, Trading rules that keep you trading? As strategy developers we often add rules to improve some metric, for example CAR or Sharpe Ratio. But just as important are rules t ...
Webinar: Market Discussion with Cesar on May 3rd
April 29th, 2022 at 4:41 pm PDTMy trading buddy, Steven Gabriel, and I will be discussing the markets on May 3rd at 2:30 pm Seattle time. Come join us, listen, ask questions and share your thoughts. Zoom link: https://us02web.zoom.us/j/84897160323 Please do not share the Zoom l ...
New blog post on Alvarez Quant Trading for 4/6/2022
April 6th, 2022 at 9:11 am PDTRead the new post on Alvarez Quant Trading, Benford’s Law and Strategy Selection. While talking to a trader, he mentioned an article in the December 2021 issue of Technical Analysis of Stocks Commodities about Benford’s Law. I had read the same a ...
Webinar: Market Discussion with Cesar on March 23rd
March 22nd, 2022 at 10:32 am PDTMy trading buddy, Steven Gabriel, and I will be discussing the markets on March 23rd at 1:30 pm Seattle time. Come join us, listen, ask questions and share your thoughts. Zoom link: https://us02web.zoom.us/j/86218225401 Please do not share the Zoo ...