Most michael stokes market sci related news are at:
marketsci.wordpress.com
– MarketSci Blog | a repository for my research on wrangling these unruly markets
Day of Month Seasonality for August 30 Jul 2013 | 09:54 pm
Last year, using a simple walk-forward test to minimize hindsight bias, I showed that trading the days of the month that have been strong historically has consistently led to much stronger future retu...
Day of Month Seasonality for July 1 Jul 2013 | 11:29 am
A topic recently on me noggin has been day-of-month seasonality (read more, more, and more). Using a simple walk-forward test to minimize hindsight bias, I showed that trading the days of the month th...
