Podcast Episode Details

Episode 041 - Cesar Alvarez - A Novel Way to Combine Trend, Reversion, ETFs, Volatility & More!

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Season 1 Episode 41

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Dive into the deep experience of quantitative trading with Cesar Alvarez (trader first, martial artist second), a veteran trader known for his mastery in mean reversion, breakouts, momentum, ETF and volatility strategies. Discover his innovative methods building a dynamic portfolio, retiring strategies, parameter sensitivity tests, strategy robustness checks, and the art of balancing risk and return to ensure long-term trading success. Cesar’s insights highlight essential strategies for thriving in volatile markets, fine-tuning strategy components, and avoiding the trap of overfitting. Perfect for systematic traders looking for practical edges!

#QuantTrading #MeanReversion #AlgorithmicTrading #ETFStrategies #QuantTrading

Contents:

0:00 Cesar's Journey: Discretionary to Quant Trading

3:59 Inside Connors Research: Mean Reversion Insights

5:48 Cesar's Current Quant Trading Portfolio

8:35 Tactical ETF Strategies & Retirement Focus

14:34 Designing Quant Strategies: Goals & Principles

17:07 Robustness Testing & Avoiding Overfitting

22:49 Knowing When to Retire a Trading Strategy

29:53 Amibroker vs RealTest: Tools for Systematic Traders

34:03 Cesar’s Featured Quant Trading Strategies

37:03 Short Selling & Mean Reversion in Bear Markets

41:12 Breakout & Momentum Strategies for Stocks

43:53 Navigating Volatility: Trading VIX & SVIX ETFs

50:50 Secrets to Effective Mean Reversion TradingWhat could it be?

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Published on 3 months, 2 weeks ago