DATA SCIENCE STUDENT
Investors' behavioral biases have real effects on the stock market. Particularly in the US, investors tend to overreact to stocks' performance during the day, which provokes that the best performing stocks will have the worst performance during the night and vice versa. Studies have shown that it's possible to profit from such phenomena called the half-day reversal strategy, here we apply such strategy on the Chinese stock market.
For more information you can visit the GitHub repository.
STATS 102 Group 4 Final Pro... by Carlos Gustavo Salas
