pre_fomc_pin

戦略カテゴリ · sniper

Academic foundation

Lucca-Moench (2015) JoF & Cieslak-Morse-Vissing-Jorgensen (2019) JoF — Pre-FOMC drift +0.49% (24h window)、 US equity premium の 80% を説明、 1994-2024 persistent

Supported markets

universal