Stocks make more money while asleep then awake

Discussion in 'Trading' started by S2007S, Apr 5, 2021.

  1. S2007S

    S2007S

    Very interesting news here. As I said many thousands of times before, money never sleeps so why should wallstreet. Time for a 24/7 market. Enough of these 6.5 hr trading days. This is 2021 now 1947.

    The professors analyzed tick-by-tick trade data for S&P 500 E-mini futures between 2004 and 2018. Crucially, their data reflected trades outside the normal trading hours in which the NYSE is open. They therefore were able to measure the proportion of the stock market’s return since 2004 that was produced while the NYSE was closed.

    The chart below illustrates what they found: Over the study period, all of the S&P 500’s net return was produced between 11:30 p.m. and 3:30 a.m. (Eastern time), during which its average return was 7.6% annualized. On average the rest of the time, the market produced a 0.8% annualized loss.


    Why should this overnight pattern exist?

    Muravyev said he believes that the primary cause of this night-versus-day pattern traces to the stock market’s reaction to uncertainty. He and his co-author obtained tick-by-tick histories for CBOE Volatility Index VIX futures (VIX), and found that they and the E-mini S&P futures are inversely correlated. That is, the VIX on average tends to fall significantly beginning at around 11:30 p.m. Eastern time, right around when the S&P 500 futures start rising.

    This inverse relationship between the stock market and the VIX makes theoretical sense, of course. Investors react negatively to increases in uncertainty, just as they tend to react positively when volatility falls.


    But why should uncertainty fall around 11:30 p.m.? Muravyev said that’s when European investors begin to make trades in their portfolios, and their collective actions help to reduce the uncertainty that has built up since the NYSE closed the previous trading day.




    https://www-marketwatch-com.cdn.ampproject.org/v/s/www.marketwatch.com/amp/story/how-to-make-money-from-stocks-while-you-sleep-11617430187?amp_gsa=1&amp_js_v=a6&usqp=mq331AQFKAGwASA=#amp_tf=From %1$s&aoh=16175928451731&csi=0&referrer=https://www.google.com&ampshare=https://www.marketwatch.com/story/how-to-make-money-from-stocks-while-you-sleep-11617430187
     
    shuraver, deepfkvalue, zdreg and 3 others like this.
  2. themickey

    themickey

    European markets are not open 11:30pm USA EST, neither are they open 3:30 am.
    Those times relate approximately to Asian and Australian markets. Imo.
     
    murray t turtle and Amatrue like this.
  3. Relentless

    Relentless

    Is that you Rickshaw?
     
    noddyboy likes this.
  4. Nobert

    Nobert

    The answer was never so simple :

    timestamped
     
  5. wj0419579

    wj0419579

    More time equals more opportunity for your investments to go up. The best companies tend to increase their profits over time, and investors reward these greater earnings with a higher stock price. That higher price translates into a return for investors who own the stock.
     
    murray t turtle and Nobert like this.
  6. Just about all gains in the stock indexes come from the overnight rise in stock index futures. Its that simple. Ive watched it for nearly 20 years. Do stock index futures rise every night, NO. But they rise enough to make handsome profits by holding stock index futures overnight.
     
    murray t turtle likes this.
  7. Nobert

    Nobert

    Like many other things that they advertise.

    ,,Don't keep overnight"
    ,,Be quick to cut your loses"
    ,,If Biden wins it's the jusgement day for equities"
    ,,There's no more risk since we are so well diversified"

    And a notion of same fools rules.

    One has to find that which works for him.

    For friends i describe it as :

    ,,you swim through the ocean of crap & garbage until you find that oasis & it's not so hard after that"
     
    Amatrue likes this.
  8. noddyboy

    noddyboy

    Does anyone really believe that EUROPE is what matters and not Asia or USA?
     
    murray t turtle and Nobert like this.
  9. Nobert

    Nobert

    Drop some hardcore arguments/facts why it's US.
    (Just want to find out more)
     
    murray t turtle likes this.
  10. noddyboy

    noddyboy

    Huh? I just said I don't think it is because it is Europe's traders. That's all
     
    #10     Apr 5, 2021
    Nobert likes this.