Subject: New blog post on Alvarez Quant Trading for 1/20/2021
New blog post on Alvarez Quant Trading for 1/20/2021
January 20th, 2021 at 9:39 am PDTRead the new post on Alvarez Quant Trading, Avoiding Gap Trades. Should you avoid trades that have recently gapped? What if you are trading a mean reversion strategy and a stock has recently had a large gap? Is that a good trade to take? Avoid? Doe ...
Webinar: Market Discussion with Cesar on January 14
January 13th, 2021 at 5:29 pm PDTMy trading buddy, Steven Gabriel, and I will be discussing the markets on January 14th at 2pm 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 zo ...
Did you read this past Alvarez Quant Trading blog post?
January 6th, 2021 at 1:08 pm PDTRevisiting old research can spark new research or trading ideas. Read this old post, In-Sample and Out-Of-Sample Testing. I am frequently asked if I do out-of-sample testing. The short answer is not always and when I do, it is not how most people do ...