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You are here: Home / Connors Research / Connors Research Traders Journal (Volume 9): New Research Study From Blair Hull

Connors Research Traders Journal (Volume 9): New Research Study From Blair Hull

May 15, 2018 by Larry Connors

Here is a very interesting study published by Blair Hull and his team. By way of background, Blair is one of the legends in the trading industry having sold his options trading firm to Goldman Sachs for over $500 million. He now runs an asset management firm with ETFs. More information about his ETFs can be found here.

One of the strategies listed in this study includes the end of the month phenomena that we, and others, have written about for years. We originally wrote about it in the early 2000s on the TradingMarkets.com website and then updated it a few years later in our book “Short Term Strategies That Work” (click here to learn more) . What Blair has done here includes additional market “anomalies” and combines them into a market timing portfolio which according to his test results triples the Sharpe Ratio vs. Buy and Hold from 2003-2017. 
 
I hope you enjoy this new, recently published study by one of the greats in the industry. 
 
Hull, Blair and Bakosova, Petra and Kment, Alexander, Seasonal Effects and Other Anomalies (April 19, 2018). Available at SSRN: https://ssrn.com/abstract=3165669
 

Enjoy your trading!

Larry Connors
Connors Research LLC 
 
P.S. Click here for in-depth information on our Private Mentoring Program.

 

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Filed Under: Connors Research, Connors Research Newsletter, Connors Research Traders Journal, Education, Recent, Trading Lessons Tagged With: Blair Hull, Connors Research Traders Journal, End of Month Strategy, Larry Connors, Newsletter, Stocks

About Larry Connors

Larry Connors has over 30 years in the financial markets industry. His opinions have been featured at the Wall Street Journal, Bloomberg, Dow Jones, & many others. For over 15 years, Larry Connors and now Connors Research has provided the highest-quality, data-driven research on trading for individual investors, hedge funds, proprietary trading firms, and bank trading desks around the world.

Larry has been published extensively, with titles like How Markets Really Work, Short Term Trading Strategies That Work, High Probability ETF Trading, and The Connors Research Trading Strategy Series including our latest Guidebook High Probability Trading with Multiple Up & Down Days.

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