127: Building Mean Reversion trading strategies with Cesar Alvarez - Part 1

We’ve got something special organised for you here...

This is the 1st episode in a special 2-part series on building Mean Reversion trading strategies.

And to discuss Mean Reversion we have a special guest, someone who has been on the podcast a couple of times already - Cesar Alvarez from Alvarez Quant Trading.

Those of you who know Cesars work would be aware that he is a Mean Reversion specialist.

He has a wealth of knowledge on Mean Reversion trading that he's going to share with us over this special 2-part series, so I’m really excited to be sharing it with you.

In this first episode Cesar will be sharing:

• The high level steps to building a mean reversion trading strategy,
• Why carefully selecting a trading universe is so important and the factors you need to consider,
• Simple but highly effective techniques to measuring mean reversion you can start testing today,
• How to combine indicators properly to identify better quality trades, and
• Why strategies with a smooth equity curve may not actually be the best strategies to trade in the future.