Subject: New blog post on Alvarez Quant Trading: Mean Reversion Check Up 2022
New blog post on Alvarez Quant Trading: Mean Reversion Check Up 2022
October 24th, 2022 at 10:34 am PDTRead the new post on Alvarez Quant Trading, Mean Reversion Check Up 2022. A common question I get is whether mean reversion is still working. My response is I am still trading a mean reversion strategy but the edges seem to get smaller. Over the year ...
Webinar: Market Discussion with Cesar on October 5th
October 3rd, 2022 at 9:54 am PDTMy trading buddy, Steven Gabriel, and I will be discussing the markets on October 5th at 1:30 pm Seattle time. Come join us, listen, ask questions and share your thoughts. Zoom link: https://us02web.zoom.us/j/87864114957 Please do not share the Zo ...
Did you read this past Alvarez Quant Trading blog post?
September 28th, 2022 at 9:38 am PDTRevisiting old research can spark new research or trading ideas. Did you read RSI2 (Relative Strength Index) Indicator Analysis? From my time with working with Larry Connors, I have become known for using the 2-Period RSI (RSI2) (Relative Strength In ...
New blog post on Alvarez Quant Trading for 9/14/2022
September 14th, 2022 at 9:53 am PDTRead the new post on Alvarez Quant Trading, Three Factor ETF Rotation Strategy. I am drawn to ETF rotation strategies. What likely draws me to them is that in general, these are simple strategies that do not trade that often. My goal with these str ...
Did you read this past Alvarez Quant Trading blog post?
August 24th, 2022 at 11:31 am PDTRevisiting old research can spark new research or trading ideas. Did you read Trading the Equity Curve – More Ideas? A couple posts ago, I looked at Trading the Equity Curve and found interesting results but nothing that made me decide this works f ...
Webinar: Market Discussion with Cesar on August 24th
August 22nd, 2022 at 9:43 am PDTMy trading buddy, Steven Gabriel, and I will be discussing the markets on August 24th at 2:00 pm Seattle time. Come join us, listen, ask questions and share your thoughts. Zoom link: https://us02web.zoom.us/j/81567273033 Please do not share the Zo ...
New blog post on Alvarez Quant Trading for 8/3/2022
August 3rd, 2022 at 9:28 am PDTRead the new post on Alvarez Quant Trading, Avoiding Volatile Trades. In my last blog post, Using Historical Volatility for Parameter Adjustment, I tested using historical volatility to determine trade rules. While reading the July 2022 Technical A ...
Did you read this past Alvarez Quant Trading blog post?
July 20th, 2022 at 9:50 am PDTRevisiting old research can spark new research or trading ideas. Did you read, Mean Reversion Entry Timing? One of the first tests I did when I got AmiBroker twenty years ago was a mean reversion test. It was a classic set up, a stock in an uptrend, ...
Webinar: Market Discussion with Cesar on July 18th
July 16th, 2022 at 2:49 pm PDTMy trading buddy, Steven Gabriel, and I will be discussing the markets on July 18th at 2:00 pm Seattle time. Come join us, listen, ask questions and share your thoughts. Zoom link: https://us02web.zoom.us/j/82671645885 Please do not share the Zoom ...
New blog post on Alvarez Quant Trading for 6/23/2022
June 23rd, 2022 at 2:04 pm PDTRead the new post on Alvarez Quant Trading, Using Historical Volatility for Parameter Adjustment. The AllocateSmartly website often has interesting posts. Recently I was reading the article "Trending Fast and Slow" and thought about other ideas to te ...
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