https://alvarezquanttrading.com/blog/mean-reversion-entry-at-open-vs-intraday-pullback-vs-confirmation/
Mean Reversion Entry: At Open vs. Intraday Pullback vs Confirmation – Alvarez Quant Trading
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 wait for a further...
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https://alvarezquanttrading.com/blog/mean-reversion-vs-trend-following-through-the-years/
Mean Reversion vs Trend Following Through the Years – Alvarez Quant Trading
Something I am always thinking about is how the markets are behaving now vs the past few years vs several years ago. My edge on the strategies I trade depends...
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https://alvarezquanttrading.com/blog/upro-tqqq-leveraged-etf-strategy/
UPRO/TQQQ Leveraged ETF Strategy – Alvarez Quant Trading
Recently a reader sent me a leveraged ETF strategy that he wanted tested for the blog. Over the last couple of months, I have been noticing renewed interest in...
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Alvarez Quant Trading – Providing confidence in your trading
Providing confidence in your trading
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https://alvarezquanttrading.com/blog/the-30-selloff-signal-what-history-tells-us-about-market-recoveries/
The 30% Selloff Signal: What History Tells Us About Market Recoveries – Alvarez Quant Trading
I was talking to my trading buddy and he mentioned that he read that 40% of Russell 3000 stocks are 30% or more off their 52-week high. To us that sounded...
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https://alvarezquanttrading.com/trading-strategy-evaluation-service/
Trading Strategy Evaluation Service – Alvarez Quant Trading
Have you created the next money-making trading strategy? Are you wondering if you have overfit your strategy? Using my 16 years of rigorous strategy evaluation...
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https://alvarezquanttrading.com/amibroker-sample-code/
AmiBroker Sample Code – Alvarez Quant Trading
AmiBroker code for various statistics and indicators. If you have any ideas of other code snippets to add, send them to me. Use my contact form. Multiple...
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https://alvarezquanttrading.com/blog/the-abcs-of-creating-a-mean-reversion-strategy-part1/
The ABCs of creating a mean reversion strategy – Part 1 – Alvarez Quant Trading
I was recently interviewed on Better System Trader, click here for part one of the interview, about the steps for creating a stock mean reversion strategy. I...
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https://alvarezquanttrading.com/bio/
Bio – Alvarez Quant Trading
Background Cesar Alvarez attended the University of California, Berkeley where he received his Bachelors of Science in Electrical Engineering and Computer...
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https://alvarezquanttrading.com/blog/bear-markets-through-the-decades/
Bear Markets Through the Decades – Alvarez Quant Trading
Several months ago, Steven (my trading buddy) and I were talking about bear markets. I felt that bear markets seem shorter and shallower now compared to the...
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https://alvarezquanttrading.com/blog/spy-sso-and-tlt-strategy/
SPY, SSO and TLT Strategy – Alvarez Quant Trading
A reader sent a strategy to test which is a basic monthly rotation strategy between stocks and bonds. What caught my attention was the use of SSO, the 2x of...
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https://alvarezquanttrading.com/market-barometer/
Market Barometer – Alvarez Quant Trading
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Sell in August and Go Away – Alvarez Quant Trading
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