using quant statistical analysis in their algo, ie. best time of day, month to buy/sell.

Anyone using quant statistical analysis in their algo, ie. best time of day, month to buy/sell. We’ve all heard “Sell in May and go away!”. Any data out there which is used, or is this a wasted topic?   — We incorporate similar anomalies. One good example is called “halloween effect”.   — Anything on …

using quant statistical analysis in their algo, ie. best time of day, month to buy/sell. Read More ยป