Test Halloween Effect on Eurostoxx 50 last 20 years

Test Halloween Effect on Eurostoxx 50 last 20 years

Philipp Schroeder
2017-06-30 08:27:23

Hello everyone,

I'm trying to test the halloween (sell in may and go away), January effect or different calendar, efficiency or other anomalies on the EuroStoxx 50 index for the last 20 years (daily close).
Does anyone have a clue on how to approach this (were to get 20y daily quote prices for euro stoxx 50)?
Thank you very much in advance!
Phil

QuantShare
2017-07-01 04:44:08

The Yahoo ticker symbol for that index is $STOXX50E

Regarding the code and for the "sell in may...", you can type something like:
sell = month() > 4 and month() <= 10;
buy = !sell;

Get more messages

No more messages

Back


Trading Items Stochastic Cross Test V1.0 Singapore Exchange EOD Data - SGX - Last 20 days Trading Indicator: True between the first and last signal Analyst Days Since Last Rating % bars in last N trading days where stock close price increased	How-to Lessons How to quickly select stocks based on the last value of a databas... How to download new quotes when selecting a chart How to plot arrows below/above candlesticks on a chart How to plot support and resistance lines automatically How to get fundamental data for U.S. Stocks
Related Forum Threads Intraday historic data for US stocks for 3-4 years or longer? 'N last days' not sticky Quality of fit of CLOSE to linear regression for last n bars. How to get the last day of the month in C# close above the highest high in the last 5 days	Blog Posts Custom Shortcuts - Move a Chart to Display the Last Quotes/Data 4 Links to Download Free Historical Stock Prices Data by Date Same chart, different symbols How to Automatically Import Local Data Into QuantShare Long Term Trading with Technical Analysis