The Day Of Week effect, does it still work

Discussion in 'Strategy Building' started by Murray Ruggiero, Aug 21, 2007.

Do you believe in day of week bias in the S&P500 ?

  1. No it's a myth

    42 vote(s)
    61.8%

  2. Yes, but only Monday being a up day

    4 vote(s)
    5.9%

  3. Yes but only Monday and Friday are reliable

    10 vote(s)
    14.7%

  4. Totally, I use each days effects in all my S&P500 patterns

    12 vote(s)
    17.6%
  1. Gyles

    Gyles

    Lot of changes has occurred in the futures markets, with the pits being replaced by electronic markets. What are the profound changes or effects caused by this switching? How has these changes affected the trading systems? Has the effect been marginal or sweeping?
     
    #71     Jun 17, 2010
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