detail_page
None
5fdrys40
BUY
251
Filled
ACTION
TICKER
SHARES
STATUS

traders123 Aalto Investment management game (Fall 2021) Dec 2021

Seasonality strategy: We short 15 stocks with the lowest average returns and buy 15 stocks with the highest average returns based on historical average returns in December from 2009-2020. We analyzed companies included in the S&P 500 index. In our fund we maintain the leverage level of 1.80. Long positions are initially equally weighted. Rank 10. in long position