In this webinar, James explores a simple seasonality effect and finds that there’s more to the story than an upwardly sloping equity curve. Watch the video to see how you can use Excel to explore market phenomena efficiently and gather evidence that you can use to make practical trading decisions. If you’d like to master …
Ever met a quant who was slightly religious about their tools? I’ve had Python zealots, R devotees, and MATLAB missionaries (well, back in the day, at least) all claiming their way is the best way. I use R for most of my analysis. The tidyverse libraries make sense to my brain, and I can move …
Back in May 2020, in the eye of the Covid storm, we looked at overnight vs intraday returns in US equities. Intuitively, we’d probably expect to see higher average returns overnight when the market is closed – because it’s much more difficult to hedge and manage our exposures when the cash market is closed, so …
One of the things I’ve noticed from staring at the screen all day for the last few months is that most of the large negative returns in US stock indexes have come overnight. What do you mean by “overnight”? The core stock trading session for US stocks is between 9:30 am and 4 pm Eastern …
