Quantitative analysis and strategies in the financial markets
The last trading day of the month offers trading opportunities. This is one of many seasonal trading strategies. Can we make a last trading day of the month trading strategy?
Continue readingThe first day of the month seasonality is strong in most markets. We have previously written about the turn of the month trading strategy, but today we look at the
Continue reading
Below you can find the gain each year from 1997 until 2011 in OBX. It’s divided into two: The whole of December and the 2nd half of December. The 2nd
Continue reading