Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.
2 documents
The document examines hourly Bitcoin returns and reports that the distribution is uneven, with the strongest economically meaningful positive returns occurring at 22:00 and 23:00 UTC. It proposes a simple seasonality rule: buy Bitcoin at 22:00 UTC and close…
The document explains the rebalancing premium as the return potentially gained by periodically restoring portfolio weights. Rebalancing sells assets that have risen relative to the portfolio and buys those that have fallen. A buy-and-hold portfolio instead…