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Trading - Changingmarketstrategies

Seasonal/Calendar Trading Strategies – Quantpedia Explains (Video Series)

By Quantitative Research
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 "Quantpedia.com Explains" trading strategy video series continues with Seasonal/Calendar...
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Asset Class Trend Following – Quantpedia Explains (Video Series)

By Quantitative Research
If I said, “Trend following trading strategy,” which single asset class would you assume that I am talking about? When I learned trend following, I was told, “Equities”, or separately, “Most CTA’s are trend followers” (i.e., “Futures”). Can both be true at the same time? Or, alternately at different times within the same strategy? What about other asset classes too? Enter the concept...
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