Subject: Did you read this past Alvarez Quant Trading blog post?

Did you read this past Alvarez Quant Trading blog post?

April 24th, 2024 at 9:08 am PDT

Revisiting old research can spark new research or trading ideas. Did you read Inverse Volatility Position Sizing. Recently I’ve had several of my consulting clients come with a strategy that uses Inverse Volatility Position Sizing. The basic idea i ...

Webinar: Market Discussion with Cesar on April 10

April 6th, 2024 at 8:00 am PDT

My trading buddy, Steven Gabriel, and I will be discussing the markets on April 10th at 2:00pm Seattle time. Come join us, listen, ask questions and share your thoughts. Zoom link: https://us02web.zoom.us/j/85874438594 Please do not share the Zoom ...

New on Alvarez Quant Trading: UPRO/TQQQ Leveraged ETF Strategy

March 27th, 2024 at 10:35 am PDT

Read the new post on Alvarez Quant Trading, UPRO/TQQQ Leveraged ETF Strategy. Recently a reader sent me a leveraged ETF strategy that he wanted tested for the blog. Over the last couple of months, I have been noticing renewed interest in leveraged ET ...

Did you read this past Alvarez Quant Trading blog post?

February 14th, 2024 at 11:18 am PDT

Revisiting old research can spark new research or trading ideas. Did you read Trend-following vs. Momentum in ETFs. In Tactical Asset Allocation (TAA) or Dual Momentum (DM) strategies, they often will use trend-following or momentum to decide whether ...

New on Alvarez Quant Trading: Mean Reversion vs Trend Following Through the Years

January 24th, 2024 at 11:35 am PDT

Read the new post on Alvarez Quant Trading, Mean Reversion vs Trend Following Through the Years. Something I am always thinking about is how the markets are behaving now vs the past few years vs several years ago. My edge on the strategies I trade de ...

Webinar: Market Discussion with Cesar on January 23rd

January 19th, 2024 at 10:51 am PDT

My trading buddy, Steven Gabriel, and I will be discussing the markets on January 23rd at 3:00pm Seattle time. Come join us, listen, ask questions and share your thoughts. Zoom link: https://us02web.zoom.us/j/85905264649 Please do not share the Zo ...

New on Alvarez Quant Trading: 2023 Rally – How Strong Is It?

December 20th, 2023 at 10:43 am PDT

Read 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 PDT

Revisiting 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 PDT

Read 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 PDT

Revisiting 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 ...