statistics of weekday- and month-effects on futures

Discussion in 'Strategy Development' started by man, Mar 9, 2007.

  1. man

    man

    fyi. basis of the study is CSI data.
     
  2. gusy

    gusy

    Very useful, thank you
     
  3. rosy2

    rosy2

    whats the conclusion here? any analysis?
     
  4. man

    man

    no conclusion on our side. generally significance seems to be quite
    low, with some outliers within pure random expectations. nevertheless
    there might be some interesting parts and we consider to use it
    not for trade generation but to adjust bet sizes.
     
  5. chartie

    chartie