Striving to further the profession with diverse opportunities in continuing education, advocacy, ethics awareness, and networking.
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
Puget Sound Chapter Chairs
Editor, Alvarez Quant Trading
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?
October 17, 2019
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/
Free for members and non-members