On episode 16 of the Don’t Talk About Your Stocks Podcast, I had the opportunity to have a fantastic discussion with Cesar Alvarez. Cesar is a quantitative trader who trades a few different types of strategies focusing on stocks and ETFs. He writes about some of his work at Alvarez Quant Trading and also has a membership site called Tranquility Trading that provides signals for his S&P 500 Rotational Strategy.
In our conversation, Cesar talks about his extensive background in programming. He spent time developing Excel at Microsoft and the moved on to become the head of research for Larry Connors. He also talks about how much his trading has evolved over the years and explains how the Amibroker software package helped him along the way.
Three of the major points that Cesar stresses during the interview are the importance of being able to go to cash, how it is essential that your trading strategy match your personality, and the advantages of having a trading buddy.
Books Cesar Mentions:
- Short Term Trading Strategies That Work – Larry Connors & Cesar Alvarez
- Quantitative Trading Systems – Howard Bandy
- Quantitative Trading – Ernie Chan
- The Drunkard’s Walk – Leonard Mlodinow
- The Luck Factor – Richard Wiseman
- Thinking, Fast and Slow – Daniel Kahneman
- Predictably Irrational – Dan Ariely
- The Invisible Gorilla – Christopher Chabris