Front-Running Seasonality in US Stock Sectors

Quantpedia
Dec 19, 2024

--

Seasonality is particularly prominent in commodities, where natural cycles like weather or harvest periods directly affect supply and demand, leading to predictable price movements. However, seasonality also plays a role in equity markets, influencing stock prices based on recurring calendar patterns, such as month-end effects or holiday periods. Recognizing these patterns can provide investors with an edge by identifying windows of opportunity in their investment strategies.

https://quantpedia.com/front-running-seasonality-in-us-stock-sectors/

--

--

Quantpedia
Quantpedia

Written by Quantpedia

Quantpedia.com — The Encyclopedia of Quantitative and Algorithmic Trading Strategies

No responses yet