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November statistically significant seasonal bets, from Kora Reddy

2021-10-29 ยท Kora Reddy
Original source

those ETF's (about 240 that i track) which at least have 15 or more years of trading history, with 1/p-value > 20, sorted by Sharpe, returns details since Y2K:

November statistically significant seasonal bets

Nils Poertner suggests:

seasonality = some relevance - but perhaps other mkts than equity deserve some attention?