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

The Algorithmic Advantage

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Navigating Trading Strategies

This chapter explores a systematic approach to trading strategies, emphasizing a monthly execution framework to simplify decision-making. It highlights the development and testing of a mean reversion strategy using S&P 500 stocks while addressing the challenges of strategy performance evaluation. The discussion also covers the emotional aspects of trading, strategy rotation, and the tools available for testing, such as AmiBroker and RealTest.

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