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Investing/Strategies / Mechanical Investing
|Subject: Re: maybe done||Date: 5/17/2013 7:39 PM|
|Author: mark19601962||Number: 243145 of 264778|
But I don't know how to make a cogent argument for a date on the calendar. "Everybody goes to the Hamptons?" "School is out?"
There are some temporal anomalies that have worked for centuries. Stocks do better in January. It is not tax loss selling because countries with a different tax season still have the January effect.
The week end effect. Stocks do worse on Monday. This also extends across international markets.
If something has worked for 100 years, and has worked across all markets, who says we should not take advantage of it.
Also, these effects work after discovery, and out of sample.
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