October is historically the most volatile month for stocks, but is this a persistent signal or just noise in the data? Stocks, Significance Testing & p-Hacking. Follow me on Twitter (twitter.com/pdquant) for more. Over the past 32 years, October has been the most volatile month on average for the S&P500 and December the least, in this article we will use simulation to assess the statist…
Most Popular Content on DSC
To not miss this type of content in the future, subscribe to our newsletter.
Other popular resources
Most popular articles