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Puget Sound Chapter Meeting Featuring Cesar Alvarez

When:
October 17, 2019 @ 7:00 pm – 8:30 pm
2019-10-17T19:00:00-07:00
2019-10-17T20:30:00-07:00
Where:
The Old Seattle PI Building
101 Elliott Ave W
Cost:
Free to members and non-members

The Puget Sound Chapter of the CMT Association invites you to our chapter meeting on Thursday, October 17, 2019. We are pleased to have Cesar Alvarez as our guest speaker presenting Position Sizing: Is the New Shiny Method Better?.

We encourage you to bring clients or colleagues interested in technical analysis to this presentation.
Complete event details are listed below. We hope to see you there!

Leslie Jouflas, CMT
Brant Greene, CMT
Carl Jorgensen
Puget Sound Chapter Chairs


PRESENTER
Cesar Alvarez
Editor, Alvarez Quant Trading

TOPIC
Position Sizing: Is the New Shiny Method Better?
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?

DATE
October 17, 2019

TIME
7:00 PM

LOCATION
First Floor Conference Room
101 Elliott Ave W
Seattle, WA 98119

If you would like to grab a bite or a beverage with other members ahead of the meeting, we’ll be at Buckley’s Queen Anne, 232 1st Ave W, Seattle, WA 98119, just 3 blocks uphill from the meeting venue. https://www.buckleyspubs.com/queenanne/

REGISTRATION
Free for members and non-members

Presenter(s)

Cesar Alvarez

Cesar Alvarez

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