Subject: New blog post on Alvarez Quant Trading for 7/22/2020

New blog post on Alvarez Quant Trading for 7/22/2020

July 22nd, 2020 at 8:17 am PDT

Read the new post on Alvarez Quant Trading, The importance of testing different exits. When developing a strategy, exits are often not given a second thought. If you are creating a mean reversion, you may default to using Close greater than the 2- ...

Did you read this past Alvarez Quant Trading blog post?

July 15th, 2020 at 9:08 am PDT

Revisiting old research can spark new research or trading ideas. Read this old post, N-Day exits with Mean Reversion. My last post on using PercentRank to measure mean reversion proved very popular. A reader looked at the trades and wondered if it ...

Live Market Discussion with Cesar

July 13th, 2020 at 12:24 pm PDT

My trading buddy, Steven Gabriel, and I will be discussing the markets live July 16 at 4pm 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. ...