Subject: Did you read this past Alvarez Quant Trading blog post?
Did you read this past Alvarez Quant Trading blog post?
February 17th, 2021 at 11:22 am PDTRevisiting old research can spark new research or trading ideas. Read this old post, Out-of-sample testing and luck. Continuing from the last post, I will show how using different definit ...
New blog post on Alvarez Quant Trading for 1/20/2021
January 20th, 2021 at 9:39 am PDTRead the new post on Alvarez Quant Trading, Avoiding Gap Trades. Should you avoid trades that have recently gapped? What if you are trading a mean reversion strategy and a ...
Webinar: Market Discussion with Cesar on January 14
January 13th, 2021 at 5:29 pm PDTMy trading buddy, Steven Gabriel, and I will be discussing the markets on January 14th at 2pm Seattle time. Come join us, listen, ask questions and share your thoughts. ...
Did you read this past Alvarez Quant Trading blog post?
January 6th, 2021 at 1:08 pm PDTRevisiting old research can spark new research or trading ideas. Read this old post, In-Sample and Out-Of-Sample Testing. I am frequently asked if I do out-of-sample testing. The short an ...
New blog post on Alvarez Quant Trading for 12/11/2020
December 11th, 2020 at 9:16 am PDTRead the new post on Alvarez Quant Trading, Using Probability Cones to Test for Strategy Death. The most common question I get is how do you determine that a strategy is no l ...
Webinar: Market Discussion with Cesar on December 2
November 30th, 2020 at 12:34 pm PDTMy trading buddy, Steven Gabriel, and I will be discussing the markets on December 2nd at 1pm Seattle time. Come join us, listen, ask questions and share your thoughts. ...
Did you read this past Alvarez Quant Trading blog post?
November 11th, 2020 at 8:12 am PDTRevisiting old research can spark new research or trading ideas. Read this old post, Can A Simple Market Timing Indicator Be Beat? As long time readers of my blog know, I often use a ma ...
New blog post on Alvarez Quant Trading for 10/28/2020
October 28th, 2020 at 8:45 am PDTRead the new post on Alvarez Quant Trading, Slippage and low liquidity stocks. Recently, I have been working on a strategy that trades stocks with low dollar turnover. The in ...
Did you read this past Alvarez Quant Trading blog post?
October 14th, 2020 at 9:15 am PDTRevisiting old research can spark new research or trading ideas. Read this old post, Simple ConnorsRSI Strategy on S P500 Stocks. A frequently asked question is how I pick which variati ...
Webinar: Market Discussion with Cesar on Oct 8
October 7th, 2020 at 4:08 pm PDTMy trading buddy, Steven Gabriel, and I will be discussing the markets tomorrow October 8 at 3pm Seattle time. Come join us, listen, ask questions and share your thoughts. ...