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Anomalies

May 07 2014

Two Market Anomalies Intact: A Quantitative Review

  • May 7, 2014

We are entering the most bearish window among the potential combinations of the Presidential Election Cycle and the Annual Cycle.

Jan 08 2014

January Anomalies Revisited

  • Jan 8, 2014

The January Small Cap bounce effect ain’t what it used to be, but extrapolating the month’s market action for the next eleven months is a “less bad” idea than any other time of the year.