All Ordinaries Index - The last 8 trading days of the Calendar Year is Inordinately Bullish
Andrew McCauley
I note that the last 8 trading days of the calendar is inordinately Bullish for the All Ordinaries Index, producing an average gain of 2.19%, with a positive result on 31 occasions over the past 37 years. The return skew of 20 gains greater than 2% versus only 1 loss on the southern side of -2% is inviting.
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Andrew has over 25 years’ experience in the Australian financial markets sector with extensive knowledge of both equity derivatives and statistical analysis (predictive techniques). Andrew is responsible for delivering evidence based market analysis to Institutional and High Net Worth clients. Andrew recently co-authored a paper on High Frequency Trading that was published in The Journal of Trading.
Andrew McCauley
Statistical Research & Data Analyst
Andrew has over 25 years’ experience in the Australian financial markets sector with extensive knowledge of both equity derivatives and statistical analysis (predictive techniques). Andrew is responsible for delivering evidence based market...
Expertise
Andrew McCauley
Statistical Research & Data Analyst
Andrew has over 25 years’ experience in the Australian financial markets sector with extensive knowledge of both equity derivatives and statistical analysis (predictive techniques). Andrew is responsible for delivering evidence based market...
Expertise
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