MarketSci Blog
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Description: Weblog about the financial markets from Michael Stokes offering research and analysis.
MarketSci Blog | a repository for my research on wrangling these unruly markets I’m considering whether to discontinue these monthly day-of-month seasonality posts. I’ve been doing these for 16 months now with excellent results: the S&P 500 on the best half of days has returned more than double the worst half of days (26% versus 10% annualized). Those numbers are real-time, not backtested.
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Page title: | MarketSci Blog | a repository for my research on wrangling these unruly markets |
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Description: | a repository for my research on wrangling these unruly markets |
IP-address: | 66.155.9.238 |
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Date | Creation Date: 03-mar-2000 Expiration Date: 03-mar-2020 |