May, 18 and 19 2022

TOL Expo

Main Sponsor

Banca Akros


Intesa Sanpaolo - Imi

Main Media Partner

Class CNBC

Technological partner

In collaboration with

Conference program

Wednesday 18 May    14:30 - 15:30    BALCONATA1

Seasonal Analysis on the Italian's Equity Market

Are there any seasonal tendencies we can use on Italian's equity market? We all know the old saying: "Sell in May and go away". In this speech Luca Giusti will show how to find seasonal patterns (other than this), how to measure their reliability and asses robustness of these models, and how to build a Portfolio of seasonal patterns that takes into account not only the performance, but also the efficiency of the capital we are investing. He will also show the benefit to work on these models, combining equities and options.


Conference program:

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