• iTunes
  • Twitter
  • Facebook
  • Google+
  • Instagram
  • Youtube
  • Email
  • Home
  • Courses
  • eBooks
  • Library
  • The Empowered Trader Club
  • BST LIVE
  • About
Better System Trader

Better System Trader

Better System Trader is the podcast and blog dedicated to systematic traders, providing practical tips from trading experts around the world.

127 – Building Mean Reversion trading strategies with Cesar Alvarez – Part 1

http://traffic.libsyn.com/bettersystemtrader/BetterSystemTrader-Episode127-BuildingMeanReversionTradingStrategiesWithCesarAlvarez-Part1.mp3
Play in New Window|Download

We’ve got something special organised for you here…

This is the 1st episode in a special 2-part series on building Mean Reversion trading strategies.

And to discuss Mean Reversion we have a special guest, someone who has been on the podcast a couple of times already – Cesar Alvarez from Alvarez Quant Trading.

Those of you who know Cesars work would be aware that he is a Mean Reversion specialist.

He has a wealth of knowledge on Mean Reversion trading that he’s going to share with us over this special 2-part series, so I’m really excited to be sharing it with you.

In this first episode Cesar will be sharing:

  • The high level steps to building a mean reversion trading strategy,
  • Why carefully selecting a trading universe is so important and the factors you need to consider,
  • Simple but highly effective techniques to measuring mean reversion you can start testing today,
  • How to combine indicators properly to identify better quality trades, and
  • Why strategies with a smooth equity curve may not actually be the best strategies to trade in the future.

Also, if you have any Mean Reversion trading questions for Cesar, submit them in the form lower down this page and we’ll cover them in the 2nd episode.

Get your questions in quick though, the form will only be open for a few days.

‘Mean Reversion trading tests your fortitude’ – Cesar Alvarez

Click To Tweet

Resources

You can learn more from Cesar at alvarezquanttrading.com

Check out his article ‘The ABCs of creating a mean reversion strategy – Part 1‘

Share a quote

‘Waiting for a confirmation, waiting for the bounce will quickly eat up your edge’ – Cesar Alvarez

Click To Tweet

‘Combine 2 indicators to confirm there is a Mean Reversion trade’ – Cesar Alvarez

Click To Tweet

‘Understand why you’re adding a rule’ – Cesar Alvarez

Click To Tweet

Got a Mean Reversion question for Cesar?

Questions now closed – look out for the answers in an upcoming episode.

Get the Transcript

Got A Question, Topic or Guest you want to see on the Podcast?

Do you have a specific question, topic or guest you’d like to see on a future podcast episode?

Click here and submit your suggestion for a chance to have it featured on an upcoming podcast episode.

Episode Released:

15 October 2017

  • facebook
  • linkedin
  • twitter
  • google+
  • pinterest
  • stumbleupon
126 - Protection in a market dow...
128 - How to find 'phenomenal' t...

Related Posts

  • 154 – From billion-dollar trades to private trader – Petra Zacek
  • 118 – Game Theory with Brian Miller
  • 056 – Allocating capital for higher returns with Michael Melissinos
  • 007 – How to get unlimited trading ideas – Rob Hanna
  • 090 – How to find trading ideas every single day

Comments

  1. Marco

    October 19, 2017 at 10:06 pm

    Thank you Andrew for another remarkable episode. Solid concepts from Cesar, he is great!
    But you’ve been talking about long trades only, not one word about shorting. No bull market can last forever and the one we’re experiencing now will be no different.
    So why don’t ask Cesar to explore the short side too in the second part of the interview?
    Keep up the good work!!!
    Marco
    P.S.: if Cesar is seeking for rough equity line strategies I can help… 😉

    • Andrew Swanscott

      October 20, 2017 at 1:06 pm

      Thanks Marco, glad you enjoyed it.

      Will ask Cesar about the short side in the following interview, so look out for that one coming out soon.

      Cheers,
      Andrew.

Trackbacks

  1. 128 - How to find 'phenomenal' trade setups - Better System Trader says:
    October 20, 2017 at 2:11 pm

    […] In episode 127, Cesar Alvarez shared a number of techniques to measuring Mean Reversion and identifying setups. […]

  2. The ABCs of creating a mean reversion strategy – Part 1 | Alvarez Quant Trading says:
    October 21, 2017 at 12:26 am

    […] 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 will be covering […]

Next issue (Apr 2021):

Get the new "The Empowered Trader" monthly newsletter, direct to your door (yes it's printed!)

Click here for more info

Learn How To Start Creating Profitable Breakout Strategies In Under 2 Weeks - Without Spending More Than 35 Minutes A Day

Click here for more info

What pro traders are saying about BST

"I really enjoy the wide variety of topics and perspectives shared in the podcasts and with the interviews done by someone with real life trading experience"

Tim Rea thetradingmasterclass.com

"Andrew loves traders and draws the most informative and engaging responses out of them."

Art Collins artcollinstrading.com

"Andrew has interviewed some great people and I have picked up some useful new insights. His integrity, trading knowledge, light-hearted attitude, curiosity and enthusiasm shine through and enhance each of his podcasts. Given the quality of the information and the price (free!) any serious trader would have to be a fool to not take advantage. Keep it up my friend."

Bob Pardo pardocapital.com

"Being a trader himself, Andrew drives insightful conversations that uncover gems of practical knowledge that can improve your trading today"

Kris Longmore robotwealth.net

"I get some of my best ideas from listening to other market participants and Better System Trader is a great resource of conversations with trading professionals."

Michael Cook thetradingmasterclass.com

"BetterSystemTrader is an amazing resource of valuable information, Andrew is always able to ask the right question at the right time to deliver the best content possible, a must listen for anybody interested in trading!"

Andrea Unger skilledacademy.com

"If I had to listen to one trading podcast only, it would be Better System Trader. I am always learning new things and getting research ideas from Andrew’s guests."

Cesar Alvarez alvarezquanttrading.com

"The right questions to the right people at the right time."

Nick Radge thechartist.com.au

"I really enjoy listening to the Better System Trader podcasts. Even though I am in the industry for over 15 years, there is always something new to learn from these. Thank you!"

Martin Lembak striker.com

"Knowledgeable and credible guests talk about useful topics in an interesting and engaging discussion. What's not to like?"

Robert Carver systematicmoney.org

"Listening to BST is a requirement for everyone on our team."

Bert Mouler profluentcapital.com

"What really makes the BST podcast stand out is that Andrew is also an experienced trader and can therefore provide incomparable quality and depth in any interview. Thank you for endless inspiration."

Tomas Nesnidal systemsontheroad.com

"Better System Trader is an invaluable resource that I've gleaned tremendous amounts of information from over the years. I wouldn't be the trader I am today without having found this resource. Please keep up the great work."

David Bergstrom buildalpha.com

"Andrew seems to have a knack for getting the world's most famous traders to share valuable insights about how they trade for the benefit of the trading community."

Andrew Gibbs halifaxonline.co.nz

"Professional, to the point and relevant content. Better System Trader should be followed by anyone with an interest in our field."

Andreas Clenow followingthetrend.com

"The key to better system trading is information.  As a system trader himself, Andrew has unique capability of asking insightful questions that extract the skills of each guest."

John Ehlers www.mesasoftware.com

"This podcast provides unique information, from real traders, interviewed by an experienced trader."

Kevin Davey kjtradingsystems.com

Trading stocks, options, futures and forex involves significant risk of loss and is not suitable for everyone. Past performance is not necessarily indicative of future results.

© 2015 Better System Trader · Disclaimer & Terms · Privacy Policy · Sponsor