let us talk about the moon ...

M

man

I never thought I would do that but I want to do some analysis on the impact of "strange" external variables on the market and test them out.

In the first place I want to check whether there is statistically significant relationship between the moon phase and the sp500's trend, vola and intraday gain. I want to use a standard ttest as provided by excel to determine significance.

What I need now is data on moonphases in electronic form. Does anyone no where to get data of that kind?


peace
 
Pound
thanks for the quick reply. I'll check that, though I had hoped to get this moonphase thing directly for download somewhere ...


peace
 
Quote from man:

I never thought I would do that but I want to do some analysis on the impact of "strange" external variables on the market and test them out.

In the first place I want to check whether there is statistically significant relationship between the moon phase and the sp500's trend, vola and intraday gain. I want to use a standard ttest as provided by excel to determine significance.

What I need now is data on moonphases in electronic form. Does anyone no where to get data of that kind?


peace
More...


Dr. Hans Hanula has done extensive studies in this regard. contacting him would be a good start.

best,

surfer:)
 
Quote from man:

I never thought I would do that but I want to do some analysis on the impact of "strange" external variables on the market and test them out.

In the first place I want to check whether there is statistically significant relationship between the moon phase and the sp500's trend, vola and intraday gain. I want to use a standard ttest as provided by excel to determine significance.

What I need now is data on moonphases in electronic form. Does anyone no where to get data of that kind?


peace
More...

... Started in this business 20 years ago and some traders on the floor brought this idea up: The proponents who talked this idea up soon disappeared from the floor and I dont recall that the word on the floor was that they voluntarily retired .....

Many other crazy ideas were heard during the course of my time working on the floor: Things that work can be stated simply and quantified... If your are invoking the moon, stars, macroscopic quantum correlations, or time paradoxes as tenants of your trading methodology then you need to take a break from trading .....
 
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