Subject: New blog post on Alvarez Quant Trading for 12/11/2020
New blog post on Alvarez Quant Trading for 12/11/2020
December 11th, 2020 at 9:16 am PDTRead the new post on Alvarez Quant Trading, Using Probability Cones to Test for Strategy Death. The most common question I get is how do you determine that a strategy is no longer working. It is also the question that I don’t have a good answer for ...