Quantitative trading ideas from paststat

Quantitative trading ideas from paststat

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Quantitative trading ideas from paststat
Quantitative trading ideas from paststat
FIFA World Cup & Stock Market Regularity

FIFA World Cup & Stock Market Regularity

FIFA World Cup & Stock Market Regularity

Kora Reddy's avatar
Kora Reddy
Nov 24, 2022
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Quantitative trading ideas from paststat
Quantitative trading ideas from paststat
FIFA World Cup & Stock Market Regularity
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FIFA World Cup & Stock Market Regularity

Trading Strategy Rules

  1. buy KO 0.00%↑ at the start of the worldcup

  2. sell at the closing ceremony

backtest performance summary since 1980 , barring the multiple comparison problem and Messr Carlo Emilio Bonferroni correction ( which are beyond the scope of this article )

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