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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]

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

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