The Mid of Week Effect When you analyse when the profits of stock markets occured you will come to the result that the mid of the week has a stronger tendency to rise than Mondays or Fridays. Entry: At the Close of Mondays. Exit: At the Close of Thursdays. The Equity Curve […]
A Market Anomaly at the End of the Year It is a well know effect in stock markets: The Santa Claus Rally From mid of December until the beginning of January stock markets tend to rise. I made a backtest with Python to prove that this strategy is still working. Entry Rule At the 15th
Biography After high school I decided to study “Technical Cybernetics and Theory of Systems” at TU-Ilmenau. As I have been interested in stock markets since I was 16 years old, I applied data analytics skills to build models for asset price prediction. Interests I love data and markets! So building trading strategies is my job
