September was tough for the stock market, as often happens.  Now that we’re in October, can we learn anything from the ‘Halloween indicator’, aka ‘Sell in May and go away’?

Another way to ask the same question – are we witnessing seasonal effects?  And if so, do other seasonal phenomena exist?

The “ Explains” trading strategy video series continues with Seasonal/Calendar Trading Strategies, examining the existence of a strong seasonal effect in stock returns.

Watch the video for more:

???? Read the Quantpedia article  “Market Seasonality Effect in World Equity Indexes” , including a summary and links to the various research papers here:

???? Check out the Quantpedia article examining the idea of combining momentum strategies with the composite calendar strategy:

???? Wondering if seasonal effects hold true in cryptocurrencies?  Try the summary for seasonal anomalies in bitcoin:

???? Check out the Quantpedia Explains Trading Strategies video series as it evolves here:

Via: Changing Market Strategies LLC