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Seasonal Trading

I have been playing with very easy and simple trading idea in last few days: Buy equities on the the first day of November and sell them on last day of April. I use terms "winter" and "summer" for...

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Pair Trading: Quick Update

I've been working on different projects lately and my time for this blog, unfortunately, has been close to zero. But that's going to change. Don't expect new post every day, but there should be a new...

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Constituents of the S&P 500 Index

You may have noticed that the list of constituents of the S&P 500 index I was using earlier is now outdated. If you are looking for the most recent list you should have a look here. I will try to...

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Confidence Interval for Non-farm Payrolls

I read the details about non-farm payrolls and other employment statistics number on BLS website and I found an interesting number. This is the quote from the site:   For example, the confidence...

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