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Research topic180 readings

Seasonality and regimes

Seasonality and regimes within portfolio-and-market-context.

FieldPortfolio and market context1034 readings
The registry

Entries in this field

22 entries

B

Beta hedgingBreadth market context

C

Cash-secured putCommitment of TradersCorrelation analysisCovered call writing

D

Dynamic hedging

E

Event-driven context

F

Factor investingFundamental overlayFutures contract selection

I

Index proxy comparisonIron condor

M

Market participant analysisMarket regime classificationMomentum rotation

P

Protective collarPut-call ratio

S

Seasonal analysisSeasonality analysisSector rotation

V

Value investing
The archive180 readings

Readings on this topic

2012Building a sector-rotation histogram from rate-of-change spreadsSector rotation2012The October to May window as a mechanical portfolio procedureSeasonal trading2012Halloween seasonal window with commodity overlay and leverage controlSeasonal trading2012Regime overlays versus rank rotationIndustry rotation2012Reading regime change: when to stop tradingMarket regime classification2013Half-year seasonality as an equity regime overlaySeasonal analysis2013Calendar seasonality as a regime filter, not a standalone signalSeasonal trading2013Soybean seasonal highs in a five-year carryover regimeSeasonal analysis2013Lunar phase as a seasonal overlay on implied volatilitySeasonality analysis2014A defined-risk option case for the mid-February to mid-July energy windowSeasonal trading2014Headline index levels mix a changing basket with a changing divisorMarket regime classification2014Seasonal cycles as a regime overlaySeasonal analysis