Market effect

Financial market effects. This calendar calculates the trading days with calendar effects according to the well-known TOM (Turn Of the Month effect), weekday effect, holiday effect and January effect in which the TOM effect has got the strongest weight. The calendar effects are based on the last 70 years in which the last 5, 10 and 20 years are stronger weighted than the years before. You can also include the close of the last 3 trading days in order to further improve the probability of a market effect. Financial market effects are events that repeat nearly every year on certain trading days. For example, the 4th trading day before turn of month to November (first trading day in November minus 4 trading days) is a day with strong market effect, that means, this trading day shows nearly every year a significant higher market close on nearly all markets worldwide. This calendar calculates these effects and the corresponding trading day, until the end of year 2021, for the markets USA, Canada, Australia, Germany, Italy, France, UK (London Stock Exchange), Austria, Switzerland, Brazil, Mexico, Chile, Japan. This calendar includes also a stock exchange holiday calendar until the end of year 2021 for these markets. Multilungual: English, German, French.