strategies

The options expiration day and the preceding days are important dates for each market as option sellers and buyers strive to push the price in their favor when options expire, which often causes

As moon influences natural events, it can be studied whether moon influences financial markets. The Gregorian calendar month, which is ​1⁄12 of a tropical year, lasts 30.44 days on average, while

These strategies enters in the market  at the beginning of each quarter: the 1st of Jan, Mar, Jul, Sep and keep the position open for N days. For example "FDQ 2" opens the

Another anomaly that can be investigated empirically, even if it is not justified by any logical reason, is the January barometer effects. Some research argues, regarding S&P 500, that a positive

There can be a positive period of a year that goes beyond a period of one single month. Every financial instrument can have a different timespan in which its returns are significantly positive

The calendar year is splitted into 52 weeks and it is analyzed the return in each week.  Each week of the year is composed by 7 days, starting from the WOY n°1

These strategies enters in the market at the beginning of a month (1: January, 12: December) and close the position at the end of the same month (MOY) or at the end of

These strategies use a very simple technique to decide the entry and the exit points. The discretion of whether buy or sell an instrument will be purely given by the day of the

Interesting periods to be studied are the days that precede and follow public holidays, such as Christmas and New Year. In fact, days preceding holidays are generally associated to a positive mood, which

A behavior of a financial instrument is also studied ‘within the month’, by splitting of the month in multiple parts and measuring the returns in each one. A possible explanation of this anomaly

In ForecastCycles there are the following strategies to investigate a potential TOM anomaly in a market: TOM FNM: it opens the position at the opening price of the 1st trading day of the

In ForecastCycles there are two types of strategies linked to Halloween effect: HAL: it operates in the "Halloween period". It enters in the market at the opening price of the 1st