Daily Effects In Long-Term Treasuries
20+ treasury bonds show a significantly different performance depending on the day of the week. Assume we start with an account worth 100 000 and hold for one day: Mondays
Continue readingQuantitative analysis and strategies in the financial markets
20+ treasury bonds show a significantly different performance depending on the day of the week. Assume we start with an account worth 100 000 and hold for one day: Mondays
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