Quant Mashup - Sober Quant
Quantocracy is now on Bluesky and Threads. See the links in the header. - Mike
Examining Short Term Reversals in Stocks – Part 1 (Returns Data) [Sober Quant]
Short-term reversals, including intraday and monthly reversals, are well-known in academic literature and are observable in the markets every day. This phenomenon persists across many different asset classes, especially stocks. There are many theories to explain this phenomenon. Some say the
- 6 years ago, 8 Feb 2018, 11:27am -