The Romans had [censored] for cavalry. All things being relative they were an afterthought. Almost always auxiliaries and mostly more modern.
They're equestrian credentials are null because of comparison to the other ancient peoples if nothing else.
I'd have to agree here
Even during the Republican period the Italian allies were regarded as better
cavalry troops than the Romans themselves and the Italian allies didn't match up to the Numidians, Iberians, Gauls, Germans etc, hell, anybody who knew 1 end of a horse from another. If the Romans are used as the basis for Imperials then the Imperials have dreadful cavalry
edit: And if we're talking post-Republican than as paw-prints says we're talking auxilleries, not Roman at all really. Byzantine cavalry were quite good but they were mostly recruited from barbarians