Posted by frtaylor on 16th of Mar 2016 at 01:04 pm
Research paper on FOMC cycles: the even weeks in the FOMC cycle,
including week zero have positive returns, while the odd weeks have
slightly negative returns. Anyone want to collaborate on
researching various trading strategies? e.g. long/short, long only,
sell option spreads, etc.
Research paper on FOMC cycles:
Posted by frtaylor on 16th of Mar 2016 at 01:04 pm
Research paper on FOMC cycles: the even weeks in the FOMC cycle, including week zero have positive returns, while the odd weeks have slightly negative returns. Anyone want to collaborate on researching various trading strategies? e.g. long/short, long only, sell option spreads, etc.
http://faculty.haas.berkeley.edu/vissing/cycle_paper_cieslak_morse_vissingjorgensen.pdf