Better System Trader

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



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!