Subject: New blog post on Alvarez Quant Trading for 6/24/2020
New blog post on Alvarez Quant Trading for 6/24/2020
June 24th, 2020 at 8:40 am PDTRead the new post on Alvarez Quant Trading, How to turn off a strategy using historical volatility. A very common question I get, is “when should I turn off a strategy?” Given the very volatile markets we have had the last few months, I can rel ...
Live Market Discussion with Cesar
June 10th, 2020 at 9:21 am PDTMy trading buddy, Steven Gabriel, and I will be discussing the markets live June 11 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 zone. ...
Did you read this past Alvarez Quant Trading blog post?
June 10th, 2020 at 8:40 am PDTRevisiting old research can spark new research or trading ideas. Read this old post, Using recent returns for Mean Reversion. In most of my mean reversion posts, I use RSI(2) to determine if a stock has sold off. In this post, I will explore how to ...