Questions tagged [seasonal-effects]

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4
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1answer
218 views

Rolling seasonal and seasonal reversal patterns factor investing

I am trying to create a pattern variable that takes the mean of the same month (lag 12, 24... 240) for the last 20 years and the mean of the other months lag (1-11, 13-23, 25-35... 229-239). (...
2
votes
0answers
19 views

Decision criteria after seasonal drop (GAME)

I'm playing a game in which you can buy and sell items (it's an mmorpg). Now, after certain events, there is a huge drop in the price of certain items (there is a seasonal double experience weekend in ...
4
votes
2answers
1k views

Seasonal patterns in financial markets (weekday effects)

What seasonal patterns are there in financial markets? Is my feeling "true" that Mondays are more volatile than e.g. Tuesdays (as information gathered during the weekend can only be turned into an ...