Since lumber is in the news, seems like a good time to revisit one of my favorite trading anomalies -- front month lumber futures returns by day of week.pic.twitter.com/SMrBU50voy
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Fuck, I really want an explanation for this now. Lumber futures go up Thu/Fri and down Mon/Tue on average. Any ideas @LumberNews @THELumberGuru @LumberBS @forest2market @TreeFrogNews?
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How about journalists?
@humenm@RobinWigg@matt_levine@TheStalwart@tracyalloway@izakaminska someone must find this interesting enough to find out, or know someone who knows.Show this threadThanks. Twitter will use this to make your timeline better. UndoUndo
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check out the "... and the cross section of a tree" paper in RFS
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It's an obscure reference, sir, but it checks out.
End of conversation
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