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Alternative Market Briefing

Systematic seasonality trading, the Munich way

Tuesday, November 24, 2020

amb
Carina Polzer
B. G., Opalesque Geneva:

The best known seasonal progression is the outdoor temperature. Based on the time of the year, you probably know the range of temperatures you can expect. In trading, when you focus your attention only on price and time, without the noise of indicators, you may observe some pattern shows up during a certain time - just like temperature patterns. These patterns are known as seasonal patterns or seasonal cycles. Some traders will focus on that and apply a seasonality trading strategy.

Opalesque spoke to seasonality trading experts who employ the strategy with an edge.

Munich-based Aquantum was founded in 2008 by ex-Winton senior scientist Thomas Morrow, who has been creating numerous trading systems for more than 25 years for major banks, hedge funds, and his firm.

"It's the area of seasonality trading that I have found to have the most consistent, statistically valid results with absolute returns that have largely no correlation with other markets and strategies," he says during a video interview that is part of the ......................

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