Better System Trader

195: “Low-effort Trading Strategies” – Cesar Alvarez

Jul 27, 2021

54:16

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Highlights

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Episode notes

How to Determine Which Trading Strategy to Trade in the Currant Market?

02:21

How Do You Manage Your Exit and Risk Management?

02:02

How to Backtest Strategies?

02:24

Introduction

2min

Low Effort Trading Strategies - Is That a Good Thing?

3min

How to Diversify Your Trading Strategies

2min

Is Daily Rebalancing Better Than Daily Rebalance?

2min

The Negatives of Rotational Trading

2min

Is There a Difference Between a Monday and a Friday?

3min

Trading on Wednesdays

3min

How Many Positions Should I Have on a Rotational Strategy?

3min

Ranking Metric

3min

10.

Are You a Mean Reversion Guy?

2min

11.

The Importance of Data in a Quat Trading System

2min

12.

How Do You Manage Your Exit and Risk Management?

2min

13.

Do You Ever Override Your Trades?

3min

14.

Do You Filter Volatility of Individual Stocks?

2min

15.

Do You Do a Rotational Strategy With Ten Positions?

2min

16.

How to Determine Which Trading Strategy to Trade in the Currant Market?

2min

17.

Can This Strategy Work With Options?

2min

18.

A Question About Ranking From Andrew

3min

19.

How to Backtest Strategies?

2min

20.

Day Trading Strategies Can Be Low Effort Also?

2min

21.

Why Should an Algo System Developer Build His Own Portfolio of Systems?

3min

22.

The Drawdown of the Index?

2min

23.

Do You Have a Do Momentum Strategy?

4min

Algorithmic trader Cesar Alvarez from Alvarez Quant Trading joins us to discuss low effort trading strategies, including:

An explanation of rotational trading and the benefits/challenges of using rotational strategies,
Why rotational trading is a fantastic way to diversify time (and also get to “trade lazy”),
How often to rebalance and the impacts of the day you choose to rebalance,
Ranking methods and some of the most effective ways to find the best candidates,
How to reduce the churn in rotational trading with one small but powerful exit tweak,
Plus, universe selection, risk management, rebalancing, short trades, mean reversion, stock splits, audience questions and much more!

Disclaimer: Trading in the financial markets involves a substantial risk of loss and is not suitable for everyone. All content produced by Better System Trader is for informational or educational purposes only and does not constitute trading or investment advice. Past performance is not necessarily indicative of future results.