In the world of quantitative trading, price action isn’t the only factor that dictates market movement. Seasonality—the tendency of assets to behave differently based on the calendar—can provide a significant edge. One of the most fascinating examples of this is found in the 20+ Year Treasury Bond ETF (TLT), where the time of the month […]

The Month-End Bond Effect: A High-Probability TLT Seasonal Strategy
Kornel Mazur


