Subject: Did you read this past Alvarez Quant Trading blog post?
Did you read this past Alvarez Quant Trading blog post?
April 21st, 2021 at 10:36 am PDTRevisiting old research can spark new research or trading ideas. Read this old post, Broken Strategy or Market Change: Investigating Underperformance. I recently had someone email me about the performance of a strategy I created back in late 2005/ear ...
New blog post on Alvarez Quant Trading for 4/7/2021
April 7th, 2021 at 8:41 am PDTRead the new post on Alvarez Quant Trading, Adding candlesticks to mean reversion setup in a portfolio. In my previous post, Adding candlesticks to mean reversion setup, we looked at how various candle patterns could help individual trades. Now we ...