Holidays. The weekday and weekend tests did not include any weeks in which there was a holiday or long holiday weekends. ... These tests only used complete 5day trading weeks. ... Figure 15.22b emini Saamp;P futures dayofthemonth patterns, 2001a2011. ... The U.S. stockmarket hasbeenused asa longterm investment for.
|Title||:||Trading Systems and Methods|
|Author||:||Perry J. Kaufman|
|Publisher||:||John Wiley & Sons - 2013-01-10|