Subject: New blog post on Alvarez Quant Trading for 11/10/2021

New blog post on Alvarez Quant Trading for 11/10/2021

November 10th, 2021 at 10:37 am PDT

Read the new post on Alvarez Quant Trading, Rolling Returns for the SP-500. I just got back from a long vacation in Iceland (highly recommend visiting). As usual, when people discover what I do, they ask me about the markets. Several people were worr ...

Webinar: Market Discussion with Cesar on October 8

October 7th, 2021 at 11:31 am PDT

My trading buddy, Steven Gabriel, and I will be discussing the markets on October 8th at 10am 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 zo ...

New blog post on Alvarez Quant Trading for 9/29/2021

September 29th, 2021 at 9:18 am PDT

Read the new post on Alvarez Quant Trading, Multi-day Limits for Mean Reversion. A reader recently suggested leaving the limit orders for a mean reversion trade on for a couple of days. Typically, these orders are good only for one day unless the sto ...

Did you read this past Alvarez Quant Trading blog post?

September 15th, 2021 at 9:15 am PDT

Revisiting old research can spark new research or trading ideas. Read this old post, Weekly Mean Reversion Rotation Strategy on S P500 Stocks. A reader emailed me about testing a weekly mean reversion rotation strategy on S P500 stocks. My first thou ...

Webinar: Market Discussion with Cesar on September 9

September 8th, 2021 at 4:01 pm PDT

My trading buddy, Steven Gabriel, and I will be discussing the markets on September 9th 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 z ...

New blog post on Alvarez Quant Trading for 8/25/2021

August 25th, 2021 at 9:20 am PDT

Read the new post on Alvarez Quant Trading, Mean Reversion Entry: At Open vs. Intraday Pullback vs Confirmation. For the mean reversion strategies that I have created in the past and are trading now, they typically enter at the next day’s open or w ...

Did you read this past Alvarez Quant Trading blog post?

August 10th, 2021 at 8:53 am PDT

Revisiting old research can spark new research or trading ideas. Read this old post, The ABCs of creating a mean reversion strategy – Part 1, one of my most popular. I was recently interviewed on Better System Trader, click here for part one of th ...

Recording: Market Discussion with Cesar on July 30

July 30th, 2021 at 3:08 pm PDT

Due to a mistake on my part, email did not go out as planed for the talk. Normally the recordings are only available to members of The Crew but I am making it available to all. My trading buddy, Steven Gabriel, and I talked about the markets today. ...

New blog post on Alvarez Quant Trading for 7/14/2021

July 14th, 2021 at 9:22 am PDT

Read the new post on Alvarez Quant Trading, Volume Positive Negative Indicator for Breakouts. Probably like a lot of you, I am an indicator junkie. Whenever I read about an indicator I have not tested and makes some sense, I got to try it out. Now, m ...

Did you read this past Alvarez Quant Trading blog post?

July 7th, 2021 at 9:14 am PDT

Revisiting old research can spark new research or trading ideas. Read this old post, Indicator Comparison: Ehler My Stochastic Indicator, RSI and ConnorsRSI. Like all traders, I am always on the lookout for any new indicators better than the ones I a ...