thanksgiving-effect

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lieblm / thanksgiving-alpha

Quantitative research tool analyzing stock performance around US Thanksgiving. 354 stocks, 8,293 observations (2000-2024). Statistical significance testing included.

python pandas quantitative-finance algorithmic-trading stock-analysis nasdaq100 nyse seasonality djia sp500 trading-calendar dow-jones statistical-testing market-anomalies polars finance-research thanksgiving-effect

Updated Nov 17, 2025
Python

zero9080 / thanksgiving-alpha

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📊 Analyze stock performance patterns around US Thanksgiving using comprehensive quantitative methods and multi-index data from 2000-2024.

Updated Dec 12, 2025
Python

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