GLD added to Seasonality Calendars / “Quantifying Seasonality” Webinar Saturday 2/20 at Noon

Quantifiable Edges has added GLD to our Seasonality Calendars. It is the 10th security (or index) the that we track in the new Seasonality section of the site. We also wrote up a short research paper for GLD. Using spot gold prices we were able to generate historical seasonality data back to 1981. We also showed a comparison of spot gold vs GLD since 2015. The research paper can be downloaded directly from the Seasonality page with a Gold, Silver, Seasonality, or Trial subscription. Additionally, subscribers may download the historical data to do their own research, with the aid of Quantifiable Edges tools that were built in Excel, Tradestation, and Amibroker.

On Saturday at noon EST I will be giving a webinar on “Quantifying Seasonality”. It will cover the following topics:

  • Difficulties in utilizing traditional approaches to seasonality
  • Does playing the good and bad days produce an edge?
  • How to build a seasonal approach that provides an edge
  • Overview of Quantifiable Edges Seasonality Calendar functionality

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