Better System Trader

127: Building Mean Reversion trading strategies with Cesar Alvarez - Part 1

Informações:

Synopsis

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