Subject: New blog post on Alvarez Quant Trading for 8/26/2020
New blog post on Alvarez Quant Trading for 8/26/2020
August 26th, 2020 at 8:34 am PDTRead the new post on Alvarez Quant Trading, Be Careful of Big Years. While doing research on a mean reversion strategy, I was really happy with the Compounded Annual Returns (CAR) of 51%. I was thinking, I may have a new strategy to add to my stable ...
Did you read this past Alvarez Quant Trading blog post?
August 19th, 2020 at 8:28 am PDTRevisiting old research can spark new research or trading ideas. Read this old post, Country ETF Rotation – Reader’s Suggestions. My last post on Country ETF Rotation generated several ideas of what to test to improve the results. Click here ...