Jan

5

We examined the effect of the movement in Bond futures during January on
the movement during the rest of the year (Feb through Dec).

The following table shows the price moves for all years 1996 to 2016

 

After an up January the rest of the year is slightly more bullish (91.895 vs 64.97) but the difference is quite small and not significant.

A linear regression with the January price change as a predictor shows that this variable explains 1.46% of the variance of Feb-Dec returns.


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  1. liu on January 6, 2017 4:22 am

    the stock market usually goes up anyways

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