- The Big Picture - http://www.ritholtz.com/blog -

Trading Before/After Holidays

Posted By Barry Ritholtz On December 23, 2005 @ 8:49 am In Markets | Comments Disabled

I pulled this chart up from 2003 (I’ll see if I can get it updated)

The periods around certain holidays have some historical seasonality worth paying attention to: In particular, Thanksgiving, Christmas and New Years seem to have a very positive correlation.

The Day Before/After Holidays (2/8/71 to 11/21/03)

Holidays.jpg [1]
Source: VTO Report [1]


Article printed from The Big Picture: http://www.ritholtz.com/blog

URL to article: http://www.ritholtz.com/blog/2005/12/trading-beforeafter-holidays/

URLs in this post:

[1] Image: http://www.vtoreport.com/nasdaq/updown-holidays.htm

Copyright © 2008 The Big Picture. All rights reserved.