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Day of Month Seasonality for August 30 Jul 2013 | 09:54 pm
Last year, using a simple walk-forward test to minimize hindsight bias, I showed that trading the days of the month that have been strong historically has consistently led to much stronger future retu...
Day of Month Seasonality for July 1 Jul 2013 | 11:29 am
A topic recently on me noggin has been day-of-month seasonality (read more, more, and more). Using a simple walk-forward test to minimize hindsight bias, I showed that trading the days of the month th...
Day of Month Seasonality for June 31 May 2013 | 07:48 pm
A topic recently on me noggin has been day-of-month seasonality (read more, more, and more). Using a simple walk-forward test to minimize hindsight bias, I showed that trading the days of the month th...
Day of Month Seasonality for June 31 May 2013 | 07:48 pm
A topic recently on me noggin has been day-of-month seasonality (read more, more, and more). Using a simple walk-forward test to minimize hindsight bias, I showed that trading the days of the month th...
Longest Day-of-Week Winning Streaks in Context 15 May 2013 | 09:19 pm
As noted by Paststat, yesterday marked the Dow Jones Industrial Average’s 18th straight winning Tuesday. How rare an event is that? Very… The chart below shows the longest active day-of-week winning ...
Longest Day-of-Week Winning Streaks in Context 15 May 2013 | 09:19 pm
As noted by Paststat, yesterday marked the Dow Jones Industrial Average’s 18th straight winning Tuesday. How rare an event is that? Very… The chart below shows the longest active day-of-week winning s...
“Sell in May” Quant Blogosphere Roundup 2 May 2013 | 06:51 am
There has been an abundance of “Sell in May” analysis out of the quantitative blogosphere this week. A quick roundup: – Turnkey Analyst – Doug Short – Bloodhound Exchange + follow up – Woodshedder...
“Sell in May” Quant Blogosphere Roundup 2 May 2013 | 06:51 am
There has been an abundance of “Sell in May” analysis out of the quantitative blogosphere this week. A quick roundup: – Turnkey Analyst – Doug Short – Bloodhound Exchange + follow up – Woodshedder – P...
Day of Month Seasonality for May 30 Apr 2013 | 08:37 pm
A topic recently on me noggin has been day-of-month seasonality (read more, more, and more). Using a simple walk-forward test to minimize hindsight bias, I showed that trading the days of the month th...
Day of Month Seasonality for May 30 Apr 2013 | 08:37 pm
A topic recently on me noggin has been day-of-month seasonality (read more, more, and more). Using a simple walk-forward test to minimize hindsight bias, I showed that trading the days of the month th...
