Quantitative analysis and strategies in the financial markets
This article looks at the performance of the S&P 500 on the last trading day of the month. It seems to be a “last trading day of the month effect”,
Continue readingWe have previously written about the turn of the month effect: The turn of the month trading strategy (end of month effect) The turn of the month includes both the
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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
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