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

When:
July 10, 2019 @ 12:00 pm – 1:00 pm
2019-07-10T12:00:00-04:00
2019-07-10T13:00:00-04:00
Cost:
Free

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?

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