Subject: Did you read this past Alvarez Quant Trading blog post?
Did you read this past Alvarez Quant Trading blog post?
December 21st, 2022 at 9:20 am PDTJust this week, I had a consulting client run into this issue. Make sure you are of it. Did you read StockCharts Technical Rank (SCTR) Rotation Strategy? My post last week on the analysis of StockCharts Technical Rank (SCTR) produced lots of emails ...
New on Alvarez Quant Trading: Volume and Mean Reversion
December 7th, 2022 at 9:29 am PDTRead the new post on Alvarez Quant Trading, Volume and Mean Reversion. Overall, I have had very little success integrating volume into any of my strategies. Either volume would have no predictive value or if it did, using it reduced the number of tra ...