And we're back for the final episode in this 3-part series on building Mean Reversion strategies with Cesar Alvarez from Alvarez Quant Trading. In the 1st episode we discussed the goal of Mean Reversion trading, how to select a trading universe, a number of effective techniques to measuring Mean … [Read more...]
130 – Building Mean Reversion trading strategies with Cesar Alvarez – Part 2
And we're back for the 2nd episode in this 3-part series on building Mean Reversion strategies with Cesar Alvarez from Alvarez Quant Trading. In the first episode we discussed the goal of Mean Reversion trading, how to select a trading universe, a number of effective techniques to measuring Mean … [Read more...]
039 – Maximising Returns – Michael Cook
We've been very lucky to have a number of trading champions on the podcast before and this episode we get to talk to another champion trader, Michael Cook, who won the World Cup Championship of Futures Trading®* in 2007 and 2014 and the World Cup Championship of Stock Trading®* in 2011. Michael … [Read more...]
037 – Stop Losses with Cesar Alvarez
In this episode we’re discussing the results of a quantitative study on stop losses completed by Cesar Alvarez of Alvarez Quant Trading. Cesar was also a guest of the show way back in Episode 3. Cesar was director of research for Connors Research for almost 9 years, developing quantitative … [Read more...]
030 – Highlights from Episodes 1-20
This weeks show is going to be a little different to previous episodes. A couple of weeks ago I went back through all the guests we've had on the show so far and realised how very fortunate we've been to have so many fantastic guests on the show, sharing their knowledge and experience, some of … [Read more...]
029 – Monitoring System Health & Rotational Trading – Alan Clement
Alan Clement is a Certified Financial Technician, full time independent trader, quantitative trading systems designer and private investment consultant. He is also a councillor with the Australian Technical Analysts Association and contributes to the technical analysis articles for Fairfax … [Read more...]
003 – Backtesting Trading Ideas – Cesar Alvarez
Cesar Alvarez spent nine years as a professional market researcher for Connors Research and TradingMarkets.com. He has been at the forefront of stock market research, having developed a number of successful trading systems now used by numerous investors and fund managers in the United States and … [Read more...]