Subject: New blog post on Alvarez Quant Trading for 9/14/2022
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, thes ...
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 i ...
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. ...
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 ...
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 r ...
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. Zo ...
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 read ...
Did you read this past Alvarez Quant Trading blog post?
June 15th, 2022 at 10:08 am PDTGiven 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 Lo ...
New blog post on Alvarez Quant Trading for 5/18/2022
May 18th, 2022 at 9:17 am PDTRead 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 du ...
Did you read this past Alvarez Quant Trading blog post?
May 4th, 2022 at 10:59 am PDTRevisiting 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 ...