Implemented Strategies: Calendar Anomalies Part 2

[WITH CODE] High performance and risk-adjusted return calendar anomalies back-tested in python

Hello!

Today, we will be investigating four more calendar anomalies in the market. This is a continuation of last week’s post on calendar effects. Once again, thank you all for the recent support. I am glad that you (my readers) enjoy exploring the performance of behavioral biases and calendar anomalies in the market just as much as I do.

The code for paid subscribers has been sent directly to your inbox. If you become a paid subscriber after this post goes live, I’ll send it to you within 24 hours.

Next week, I’ll combine the strongest, highest Sharpe-ratio anomalies into a single strategy to showcase its outperformance relative to the market.

Let’s get into it.