Subject: How to turn off a strategy using historical volatility. Did you read this past blog post?
How to turn off a strategy using historical volatility. Did you read this past blog post?
July 24th, 2024 at 11:19 am PDTRevisiting old research can spark new research or trading ideas. Did you read How to turn off a strategy using historical volatility? A very common question I get, is “when should I tur ...
New on Alvarez Quant Trading: Sell in August and Go Away
June 12th, 2024 at 9:42 am PDTRead the new post on Alvarez Quant Trading, Sell in August and Go Away. I was going through some old issues of Technical Analysis of Stocks Commodities looking for some ideas ...
Did you read this past Alvarez Quant Trading blog post?
May 29th, 2024 at 10:38 am PDTRevisiting old research can spark new research or trading ideas. Did you read Trading Multiple Strategies? Using strategy diversification is one of the easiest ways to improve the perfor ...
Webinar: Market Discussion with Cesar on May 29
May 24th, 2024 at 9:29 am PDTMy trading buddy, Steven Gabriel, and I will be discussing the markets on May 29th at 2:00pm Seattle time. Come join us, listen, ask questions and share your thoughts. Zoom ...
Did you read this past Alvarez Quant Trading blog post?
April 24th, 2024 at 9:08 am PDTRevisiting old research can spark new research or trading ideas. Did you read Inverse Volatility Position Sizing. Recently I’ve had several of my consulting clients come with a strategy ...
Webinar: Market Discussion with Cesar on April 10
April 6th, 2024 at 8:00 am PDTMy trading buddy, Steven Gabriel, and I will be discussing the markets on April 10th at 2:00pm Seattle time. Come join us, listen, ask questions and share your thoughts. Zo ...
New on Alvarez Quant Trading: UPRO/TQQQ Leveraged ETF Strategy
March 27th, 2024 at 10:35 am PDTRead the new post on Alvarez Quant Trading, UPRO/TQQQ Leveraged ETF Strategy. Recently a reader sent me a leveraged ETF strategy that he wanted tested for the blog. Over the ...
Did you read this past Alvarez Quant Trading blog post?
February 14th, 2024 at 11:18 am PDTRevisiting old research can spark new research or trading ideas. Did you read Trend-following vs. Momentum in ETFs. In Tactical Asset Allocation (TAA) or Dual Momentum (DM) strategies, th ...
New on Alvarez Quant Trading: Mean Reversion vs Trend Following Through the Years
January 24th, 2024 at 11:35 am PDTRead the new post on Alvarez Quant Trading, Mean Reversion vs Trend Following Through the Years. Something I am always thinking about is how the markets are behaving now vs t ...
Webinar: Market Discussion with Cesar on January 23rd
January 19th, 2024 at 10:51 am PDTMy trading buddy, Steven Gabriel, and I will be discussing the markets on January 23rd at 3:00pm Seattle time. Come join us, listen, ask questions and share your thoughts. ...