Subject: New on Alvarez Quant Trading: Sector Rotation Strategy: Should Trading Rules Make Sense?

New on Alvarez Quant Trading: Sector Rotation Strategy: Should Trading Rules Make Sense?

November 15th, 2023 at 9:01 am PDT

Read the new post on Alvarez Quant Trading, Sector Rotation Strategy: Should Trading Rules Make Sense? I was doing my usual reading when I came across a sector rotation strategy. I have seen lots of these strategies but this one had a different twist ...

Did you read this past Alvarez Quant Trading blog post?

November 1st, 2023 at 10:06 am PDT

Revisiting old research can spark new research or trading ideas. Did you read The Simplest Momentum Indicator. We all have our favorite momentum indicators. One of mine is percent off 1 year high. This requires 252 data points and comparisons, plus a ...