“Low-effort Trading Strategies” - Cesar Alvarez
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- Опубликовано: 21 июл 2024
- 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!
► You can discover more from Cesar at alvarezquanttrading.com
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** Timestamps **
00:00 Warming up with some tunes
01:32 Trading background
02:31 What is rotational trading?
03:43 Advantages to rotational trading
04:51 Time diversification and different rebalancing frequency
07:02 Universe selection for rotational trading
08:15 Negatives of rotational trading
10:002 The impact of rebalance day of the week/month
14:15 Does rotational strategies only work on the long side?
16:29 How many positions to take in a rotation
18:30 Ranking methods and the length of time to look back
21:50 Ranking stocks that have had a big run up
23:47 Survivorship bias, stock splits and clean data
25:35 Risk management in rotational trading
27:38 Should you rebalance a position during a trade
28:51 Overriding trades
31:20 Volatility in stocks
32:50 Rotational trading with ETFs
33:11 How to start trading a rotational system, all in or staged?
35:11 Averaging different ranking methods
35:50 What trading strategy for each market environment
38:00 Allocating capital to each system
40:10 Which ranking strategy is safer?
41:23 Universe selection overlap
42:10 Backtesting vs custom indicators
44:01 Can daytrading strategies be low effort too?
44:38 Hard minimum momentum amount
46:33 Algo trading vs investing in the S&P 500
49:45 How to discover more from Cesar
50:55 Modified dual momentum
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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.
What was your #1 takeaway from my chat with Cesar? Let me know in the comments below.
From- India thank you sharing this video
cheers @dico
Min: 44:00
If you want to trade intra-day strategies, I recommend crypto currencies, as they're volatile. Choose the ones that have high volume (usually top 20).
Free data, many API calls/requests, pretty reliable data.
I have found the short-side to be challenging as well. I wonder if central bank influence in the markets are causing the degradation in performance of short-side strategies.
hi @james - it's possible. We may also see the short side pick up in performance soon, time will tell :-)
Thanks for your great work, your channel deserves more attention.
How about interviewing yourself? :)
I would be interested to know how you trade.
hi @suxxa, thanks for the comments
Cesar is "da man"
sure is! always a please speaking with cesar, thanks @daniel