Subject: New blog post on Alvarez Quant Trading for 1/12/2022

New blog post on Alvarez Quant Trading for 1/12/2022

January 12th, 2022 at 8:51 am PDT

Read the new post on Alvarez Quant Trading, SP-500 Seasonality. I’ve been seeing lots of seasonality type charts on the S P500 where they take the average return for each day of the year and then create a return curve for the year. The chart often ...

New blog post on Alvarez Quant Trading for 12/22/2021

December 22nd, 2021 at 9:09 am PDT

Read the new post on Alvarez Quant Trading, January Effect on Stocks. A member of The Crew recently asked me about the January Effect and if had I done any research on it. I had not. I have tested the December effect, which is buying the worst stocks ...

Did you read this past Alvarez Quant Trading blog post?

December 8th, 2021 at 11:59 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, Do you have a pl ...

Webinar: Market Discussion with Cesar on November 18

November 17th, 2021 at 4:00 pm PDT

My trading buddy, Steven Gabriel, and I will be discussing the markets on November 18th at 3pm Seattle time. Come join us, listen, ask questions and share your thoughts. Click here for Zoom link and to see what time the meeting is in your time z ...

New blog post on Alvarez Quant Trading for 11/10/2021

November 10th, 2021 at 10:37 am PDT

Read the new post on Alvarez Quant Trading, Rolling Returns for the SP-500. I just got back from a long vacation in Iceland (highly recommend visiting). As usual, when people discover what I do, they ask me about the markets. Several people were worr ...

Webinar: Market Discussion with Cesar on October 8

October 7th, 2021 at 11:31 am PDT

My trading buddy, Steven Gabriel, and I will be discussing the markets on October 8th at 10am Seattle time. Come join us, listen, ask questions and share your thoughts. Click here for Zoom link and to see what time the meeting is in your time zo ...

New blog post on Alvarez Quant Trading for 9/29/2021

September 29th, 2021 at 9:18 am PDT

Read the new post on Alvarez Quant Trading, Multi-day Limits for Mean Reversion. A reader recently suggested leaving the limit orders for a mean reversion trade on for a couple of days. Typically, these orders are good only for one day unless the sto ...

Did you read this past Alvarez Quant Trading blog post?

September 15th, 2021 at 9:15 am PDT

Revisiting old research can spark new research or trading ideas. Read this old post, Weekly Mean Reversion Rotation Strategy on S P500 Stocks. A reader emailed me about testing a weekly mean reversion rotation strategy on S P500 stocks. My first thou ...

Webinar: Market Discussion with Cesar on September 9

September 8th, 2021 at 4:01 pm PDT

My trading buddy, Steven Gabriel, and I will be discussing the markets on September 9th at 3pm Seattle time. Come join us, listen, ask questions and share your thoughts. Click here for Zoom link and to see what time the meeting is in your time z ...

New blog post on Alvarez Quant Trading for 8/25/2021

August 25th, 2021 at 9:20 am PDT

Read the new post on Alvarez Quant Trading, Mean Reversion Entry: At Open vs. Intraday Pullback vs Confirmation. For the mean reversion strategies that I have created in the past and are trading now, they typically enter at the next day’s open or w ...