Recently, a really nice blog article caught my eye. The Boy who Procrastinates has written an article where he shared some of his Python source code where he wrote about the "Sell in May" phenomenon in Singapore.
You can access his article here.
The beauty about articles like this is we can learn from his code fragments and build on them further to add more value to our readers. So I took a chunk of his code and spent an entire morning modifying it to accept a list of stock indices as input and compiled average the returns of the indices over a history of 20 years. You will find a nifty use of Python Pivot Tables in my solution.
The worst STI month I teach my students is never May but in August as it falls on a Hungry Ghost Month. This is probably the best month to get some bargain...