Subject: Did you read this past Alvarez Quant Trading blog post?
Did you read this past Alvarez Quant Trading blog post?
April 19th, 2023 at 9:13 am PDTWe are all are looking for the perfect trading strategy. Did you read What to do when you find the Holy Grail? As I have mentioned in several interviews, I am always looking for new strategies. One area that fascinates me is stock options. Because ...
Webinar: Market Discussion with Cesar on March 27th
March 24th, 2023 at 9:52 am PDTMy trading buddy, Steven Gabriel, and I will be discussing the markets on March 27th at 3:30 pm Seattle time. Come join us, listen, ask questions and share your thoughts. Zoom link: https://us02web.zoom.us/j/84953426978 Please do not share the Zoo ...
New on Alvarez Quant Trading: Volume and Mean Reversion Part 2
March 22nd, 2023 at 9:38 am PDTRead the new post on Alvarez Quant Trading, Volume and Mean Reversion Part 2. From the Volume and Mean Reversion post, a reader sent a suggestion to instead use the ratio of 10 day moving average of the Close times Volume divided by the 63-day moving ...
Did you read this past Alvarez Quant Trading blog post?
February 10th, 2023 at 12:16 pm PDTJust this week, I had a consulting client run into this issue. Make sure you are of it. Did you read Backtesting a Dividend Strategy. I was recently at a NWTTA presentation about the “S P 500 Dividend Aristocrats” and how to trade these stocks. ...
Webinar: Market Discussion with Cesar on Febraury 1st
January 30th, 2023 at 10:10 am PDTMy trading buddy, Steven Gabriel, and I will be discussing the markets on February 1st at 1:30 pm Seattle time. Come join us, listen, ask questions and share your thoughts. Zoom link: https://us02web.zoom.us/j/84123043568 Please do not share the ...
CORRECTION for blog post: Three Factor ETF Rotation Strategy
January 18th, 2023 at 10:15 am PDTThis post was corrected on January 18, 2023, after an error was discovered in the code. What is rare, the results with the correct code are better. Read the post on Alvarez Quant Trading, Three Factor ETF Rotation Strategy. I am drawn to ETF rotati ...
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 ...
Webinar: Market Discussion with Cesar on November 30th
November 28th, 2022 at 9:58 am PDTMy trading buddy, Steven Gabriel, and I will be discussing the markets on November 30th at 1:30 pm Seattle time. Come join us, listen, ask questions and share your thoughts. Zoom link: https://us02web.zoom.us/j/88005949155 Please do not share the ...
Did you read this past Alvarez Quant Trading blog post?
November 16th, 2022 at 12:09 pm PDTJust this week, I had a consulting client run into this issue. Make sure you are of it. Did you read Pre-inclusion Bias: How to create a false strategy? Recently I had reader send me the rules for a stock trend following strategy. He knew these are ...
Social Media
Sign up for newsletter
Sign up for FREE newsletter now!