Canadian Society of Technical Analysts


Webcast: “Position Sizing: Is the new shiny method better?” with Cesar Alvarez

  • 10 Jul 2019
  • 12:00 PM - 1:00 PM
  • Webcast

Registration


July 10, 2019 - 12:00 pm - 1:00 pm 


Webcast featuring:

For the last six years, Cesar Alvaraz has written for his popular quant blog, Alvarez Quant Trading helping traders learn about the markets. He spent nine years as the Director of Research for Connors Research and TradingMarkets.com. Numerous strategies he created have been successfully used by investors and fund managers in the United States and internationally. Cesar has been testing trading ideas and trading stocks since 2001. Cesar has given trading presentations and training both over the web and in person to hundreds of traders.

Cesar Alvarez

Topic: 

Cesar will be evaluating several different position sizing methods for a short term mean reversion strategy. These include Percent of Equity, Percent Risk, Percent of Volatility and Target Volatility. Comparisons will be done on Compounded Annual Growth, Maximum Drawdown and Sharpe Ratio. Are the more complicated methods better?




Email with webinar link will be emailed to all members Tuesday Afternoon.

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