Alpha in Academia

Alpha in Academia

Seasonality in the Treasury Market Part 4

[WITH CODE] An investigation into a seasonal anomaly in the Treasury market

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Alpha in Academia
Sep 18, 2025
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Hello!

This is the final post of this series. Today, we will be combining prior strategies into a single strategy, and analyzing its performance.

Thank you all who have recently become paid subscribers, it means the world to me.

Let’s get into it.

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