Subject: New blog post on Alvarez Quant Trading for 4/7/2021

Read the new post on Alvarez Quant Trading, Adding candlesticks to mean reversion setup in a portfolio.

In my previous post, Adding candlesticks to mean reversion setup, we looked at how various candle patterns could help individual trades. Now we will see how those results translate to a portfolio. And why I usually only do portfolio level testing.


Click here for the spreadsheet and candle code.


Good Quant Trading,
Cesar

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