Выдержки о наиболее распространенных рыночных мифах от JP Morgan из обзора Quant Forensics
January effect
In the case of the MSCI Europe index, we find a 73.3% probability for the month
of January to give the right indication. Even more impressive, the chance for the
index to end the year up when January was up is close to 87.5%.Very strong results
for such a simple test.
The Month of the Year Effect
The coefficients are never ( Read more... )
In the case of the MSCI Europe index, we find a 73.3% probability for the month
of January to give the right indication. Even more impressive, the chance for the
index to end the year up when January was up is close to 87.5%.Very strong results
for such a simple test.
The Month of the Year Effect
The coefficients are never ( Read more... )
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