Subject: Did you read this past Alvarez Quant Trading blog post?
Did you read this past Alvarez Quant Trading blog post?
April 21st, 2021 at 10:36 am PDTRevisiting old research can spark new research or trading ideas. Read this old post, Broken Strategy or Market Change: Investigating Underperformance. I recently had someone email me about the performance of a strategy I created back in late 2005/ear ...
New blog post on Alvarez Quant Trading for 4/7/2021
April 7th, 2021 at 8:41 am PDTRead the new post on Alvarez Quant Trading, Adding candlesticks to mean reversion setup in a portfolio. In my previous post, Adding candlesticks to mean reversion setup, we looked at how various candle patterns could help individual trades. Now we ...
Did you read this past Alvarez Quant Trading blog post?
March 17th, 2021 at 11:10 am PDTRevisiting old research can spark new research or trading ideas. Read this old post, Sector trading using the 200-day moving average. If the Select Sector SPDR ETF (XLY, XLP, XLF, XLE, XLV, XLI, XLB, XLK, XLU) is above its 200-day moving average fo ...
Webinar: Market Discussion with Cesar on March 9
March 8th, 2021 at 4:12 pm PDTMy trading buddy, Steven Gabriel, and I will be discussing the markets on March 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 zone. ...
New blog post on Alvarez Quant Trading for 3/3/2021
March 3rd, 2021 at 8:50 am PDTRead the new post on Alvarez Quant Trading, Adding candlesticks to mean reversion setup. My preferred chart style is a candlestick chart but I have never investigated candlestick formations to see if they can help provide an edge in my trading. I re ...
Did you read this past Alvarez Quant Trading blog post?
February 17th, 2021 at 11:22 am PDTRevisiting old research can spark new research or trading ideas. Read this old post, Out-of-sample testing and luck. Continuing from the last post, I will show how using different definitions of passing our out-of-sample test can change our results. ...
New blog post on Alvarez Quant Trading for 1/20/2021
January 20th, 2021 at 9:39 am PDTRead the new post on Alvarez Quant Trading, Avoiding Gap Trades. Should you avoid trades that have recently gapped? What if you are trading a mean reversion strategy and a stock has recently had a large gap? Is that a good trade to take? Avoid? Doe ...
Webinar: Market Discussion with Cesar on January 14
January 13th, 2021 at 5:29 pm PDTMy trading buddy, Steven Gabriel, and I will be discussing the markets on January 14th at 2pm 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 ...
Did you read this past Alvarez Quant Trading blog post?
January 6th, 2021 at 1:08 pm PDTRevisiting old research can spark new research or trading ideas. Read this old post, In-Sample and Out-Of-Sample Testing. I am frequently asked if I do out-of-sample testing. The short answer is not always and when I do, it is not how most people do ...
New blog post on Alvarez Quant Trading for 12/11/2020
December 11th, 2020 at 9:16 am PDTRead the new post on Alvarez Quant Trading, Using Probability Cones to Test for Strategy Death. The most common question I get is how do you determine that a strategy is no longer working. It is also the question that I don’t have a good answer for ...