France is the seventh largest country in the world by GDP, making it one of the most important stock markets in the world. They have some of the biggest companies in the world, such as Louis Vuitton, Hermes, Dior, and Sanofi. However, we are traders, not investors, so let’s look at some trading strategies for…
There are many seasonal patterns in the US market. For example holiday effects, the end of month effect, the first day of month, and, of course, the ‘Sell in May and go away’ strategy. However, there is also a investing only in winter seasonality. However, today we will be looking at a variation of the…
Are there any daily seasonalities in the S&P 500? I did some research into SPY, an ETF based on the S&P 500 components and a very good proxy, based average return on which day of the month. To get a sufficient number of data I started back in 2005. Here are the results: Average…
