Subject: Did you read this past Alvarez Quant Trading blog post?

Did you read this past Alvarez Quant Trading blog post?

June 15th, 2022 at 10:08 am PDT

Given the change in the markets in the last six months, I figured revisting the emotional quant curve would be good. Click here continue reading Good Quant Trading, Cesar Looking for more strategies to trade and a group of like minded t ...

New blog post on Alvarez Quant Trading for 5/18/2022

May 18th, 2022 at 9:17 am PDT

Read the new post on Alvarez Quant Trading, SPX and Gold Momentum Portfolio. Given the current rise in inflation, there has been a lot more interest in assets that do well during these times. Gold is one asset that is frequently brought up as an infl ...

Did you read this past Alvarez Quant Trading blog post?

May 4th, 2022 at 10:59 am PDT

Revisiting old research can spark new research or trading ideas. Did you read, Trading rules that keep you trading? As strategy developers we often add rules to improve some metric, for example CAR or Sharpe Ratio. But just as important are rules t ...

Webinar: Market Discussion with Cesar on May 3rd

April 29th, 2022 at 4:41 pm PDT

My trading buddy, Steven Gabriel, and I will be discussing the markets on May 3rd at 2:30 pm Seattle time. Come join us, listen, ask questions and share your thoughts. Zoom link: https://us02web.zoom.us/j/84897160323 Please do not share the Zoom l ...

New blog post on Alvarez Quant Trading for 4/6/2022

April 6th, 2022 at 9:11 am PDT

Read the new post on Alvarez Quant Trading, Benford’s Law and Strategy Selection. While talking to a trader, he mentioned an article in the December 2021 issue of Technical Analysis of Stocks Commodities about Benford’s Law. I had read the same a ...

Webinar: Market Discussion with Cesar on March 23rd

March 22nd, 2022 at 10:32 am PDT

My trading buddy, Steven Gabriel, and I will be discussing the markets on March 23rd at 1:30 pm Seattle time. Come join us, listen, ask questions and share your thoughts. Zoom link: https://us02web.zoom.us/j/86218225401 Please do not share the Zoo ...

Did you read this past Alvarez Quant Trading blog post?

March 2nd, 2022 at 10:46 am PDT

Revisiting old research can spark new research or trading ideas. Did you read Trading the Equity Curve? A popular method for determining if a strategy should be kept trading is trading the equity curve. What this means we apply an indicator, say 200- ...

New blog post on Alvarez Quant Trading for 2/16/2022

February 16th, 2022 at 9:16 am PDT

Read the new post on Alvarez Quant Trading, Internal Bar Strength for Mean Reversion. I’ve been writing this blog for nine years now. Sometimes I am amazed about topics I have not covered and this is one of them. When developing a new strategy, the ...

Did you read this past Alvarez Quant Trading blog post?

February 2nd, 2022 at 11:03 am PDT

Revisiting old research can spark new research or trading ideas. But often our trading results are dictated but what we do when things do not go according plan. This happened again to me over Thanksgiving weekend. Read this old post, Equity Curve Mon ...

Webinar: Market Discussion with Cesar on January 28th

January 26th, 2022 at 11:18 am PDT

My trading buddy, Steven Gabriel, and I will be discussing the markets on January 28th at 10am Seattle time. Come join us, listen, ask questions and share your thoughts. Zoom link: https://us02web.zoom.us/j/89988147367 Please do not share the Zoom ...