Subject: New blog post on Alvarez Quant Trading for 9/29/2021

New blog post on Alvarez Quant Trading for 9/29/2021

September 29th, 2021 at 9:18 am PDT

Read the new post on Alvarez Quant Trading, Multi-day Limits for Mean Reversion. A reader recently suggested leaving the limit orders for a mean reversion trade on for a couple of days. Typically, these orders are good only for one day unless the sto ...

Did you read this past Alvarez Quant Trading blog post?

September 15th, 2021 at 9:15 am PDT

Revisiting old research can spark new research or trading ideas. Read this old post, Weekly Mean Reversion Rotation Strategy on S P500 Stocks. A reader emailed me about testing a weekly mean reversion rotation strategy on S P500 stocks. My first thou ...

Webinar: Market Discussion with Cesar on September 9

September 8th, 2021 at 4:01 pm PDT

My trading buddy, Steven Gabriel, and I will be discussing the markets on September 9th 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 z ...