Research topic180 readings
Seasonality and regimes
Seasonality and regimes within portfolio-and-market-context.
FieldPortfolio and market context1034 readingsThe registry
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The archive180 readings
Readings on this topic
1985Industry leadership carryover as a bull-regime test1987Calendar gates for outright seasonal portfolios1988Crash fear fails the depression regime test1989Path quantiles versus net return for index velocity regimes1989Weekday price paths are regime-dependent1989Headline intensity as a three-horizon contrarian filter1989Audit signals against elasticity regimes1990Calendar windows as testable index-futures procedures1990The January barometer as a rest-of-year scoring problem1990Constant-dollar regimes, the value line, and nested cycles1991Keep a decade-year only when it differs from the overall-mean1991A thirty-name price-weighted average as a seasonal regime classroom