195: “Low-effort Trading Strategies” – Cesar Alvarez
Algorithmic trader Cesar Alvarez from Alvarez Quant Trading joins us to discuss low effort trading strategies, including:
- An explanation of rotational trading and the benefits/challenges of using rotational strategies,
- Why rotational trading is a fantastic way to diversify time (and also get to “trade lazy”),
- How often to rebalance and the impacts of the day you choose to rebalance,
- Ranking methods and some of the most effective ways to find the best candidates,
- How to reduce the churn in rotational trading with one small but powerful exit tweak,
- Plus, universe selection, risk management, rebalancing, short trades, mean reversion, stock splits, audience questions and much more!