Subject: Did you read this past Alvarez Quant Trading blog post?
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 “ ...
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. ...
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 Q ...
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 analysi ...
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 wou ...
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. ...
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 ...
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 tradin ...
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. ...
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 becom ...