137: Profiting from persistent market anomalies with Dimitri Speck

In this episode of Better System Trader, host Andrew Swanscott interviews Dimitri Speck, a specialist in market seasonality. Dimitri shares his background and how he became interested in market anomalies, particularly seasonality and momentum. He defines seasonality as calendar-based trends and provides examples such as the Christmas rally and monthly patterns in the Dow Jones. Dimitri discusses how to detect these patterns using seasonal charts and the challenges in accurately measuring seasonality due to factors like stock splits and futures rollovers. He also touches on intraday patterns, including specific hours of the day that have historically yielded significant S&P returns, and offers advice on how traders and investors can apply seasonality to their trading models as filters, decision model inputs, or for timing. Dimitri recommends his website SeasonalCharts.com and his app Sisonax for further information and encourages listeners to explore the statistical advantages of incorporating seasonality into their trading strategies.