Subject: New blog post on Alvarez Quant Trading for 5/18/2022
New blog post on Alvarez Quant Trading for 5/18/2022
May 18th, 2022 at 9:17 am PDTRead the new post on Alvarez Quant Trading, SPX and Gold Momentum Portfolio. Given the current rise in inflation, there has been a lot more interest in assets that do well during these times. Gold is one asset that is frequently brought up as an infl ...
Did you read this past Alvarez Quant Trading blog post?
May 4th, 2022 at 10:59 am PDTRevisiting old research can spark new research or trading ideas. Did you read, Trading rules that keep you trading? As strategy developers we often add rules to improve some metric, for example CAR or Sharpe Ratio. But just as important are rules t ...