let us talk about the moon ...

harry
I do not intend to formalise the whole thing too much. I would start the thing like that:

control group
all daily data points of the sp future since 1984

daily Gain
ln(Cto/Oto)

daily range
ln(Hto/Lto)


now I do the same thing for each day of the moonphase. I will have about 175 datapoints for each of these days. I want to use the ttest to determine at which degree the amount of the finding is random. readings below 0.05 I would regard highly valid.

nevertheless, first I have to get that data.


peace
 
Ask any ambulance officer or casualty ward worker if their is a correlation between full moons and increases in crazy behaviour and they will always give you a resounding yes.

Runningbear
 
OK I will look at it all the same :)

Quote from man:

harry
I do not intend to formalise the whole thing too much. I would start the thing like that:

control group
all daily data points of the sp future since 1984

daily Gain
ln(Cto/Oto)

daily range
ln(Hto/Lto)


now I do the same thing for each day of the moonphase. I will have about 175 datapoints for each of these days. I want to use the ttest to determine at which degree the amount of the finding is random. readings below 0.05 I would regard highly valid.

nevertheless, first I have to get that data.


peace
More...
 
opm8

great. exactly what I needed. here are the results.

datastart 04.01.1984
dataend 06.05.2003
asset SP1 Comdty
dailyGain t+1 mean 0.02%
dailyGain t+1 median 0.04%
range t+1 mean 1.39%
range t+1 median 1.18%

criteria new moon
observations 165
dailyGain t+1 mean 0.07%
dailyGain t+1 median 0.07%
range t+1 mean 1.40%
range t+1 median 1.15%
ttest on dailyGain 0.64


peace
 
datastart 04.01.1984
dataend 06.05.2003
asset SP1 Comdty
dailyGain t+1 mean 0.02%
dailyGain t+1 median 0.04%
range t+1 mean 1.39%
range t+1 median 1.18%

criteria first quarter
observations 165
dailyGain t+1 mean 0.03%
dailyGain t+1 median 0.10%
range t+1 mean 1.40%
range t+1 median 1.17%
ttest on dailyGain 0.64
 
datastart 04.01.1984
dataend 06.05.2003
asset SP1 Comdty
dailyGain t+1 mean 0.02%
dailyGain t+1 median 0.04%
range t+1 mean 1.39%
range t+1 median 1.18%

criteria full moon
observations 167
dailyGain t+1 mean -0.10%
dailyGain t+1 median -0.07%
range t+1 mean 1.41%
range t+1 median 1.24%
ttest on dailyGain 0.00
 
datastart 04.01.1984
dataend 06.05.2003
asset SP1 Comdty
dailyGain t+1 mean 0.02%
dailyGain t+1 median 0.04%
range t+1 mean 1.39%
range t+1 median 1.18%

criteria last quarter
observations 171
dailyGain t+1 mean 0.14%
dailyGain t+1 median 0.04%
range t+1 mean 1.44%
range t+1 median 1.23%
ttest on dailyGain 0.01
 
I find the full moon thing rather interesting. Mean and median show same tedency, ttest is quite low. Looks like one should not be too long the day after full moon.

harry, can you confirm this?


peace


opm8, thanks again for the data. wouldn't have known where to find it.
 
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