One of the updated data sets in Stocklabs is seasonal stats for hourly returns and daily. I haven’t used this to its maximum capacity yet and as of now it isn’t screenable. Once screenable, the process to isolate optimal timing mechanisms for stock transactions will be enacted. For now, I manually crawl this data and fall back on ETfs to look for patterns.
What is the underlying belief?
HFT programs are run at certain hours of the day to jimmy stocks higher or lower.
For example, last month it was 12pm for the IWM and now it’s 1pm. Something? Maybe nothing. At the very least interesting.
Here are general stats for the past two weeks for IWM, broken down by hours.
And here are stats for USO (oil) at 9am-10am, suggestive the best time to long USO is at the close to day prior or in the pre-market.
And here are days of the week stats for AI, a current position of mine. I am not feeling good about this long into an ominous Monday.
How to ideally fuck this data? Find a trend and front-run it with calls or puts. Rinse and repeat until it switches up.
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Too technicals. Buy Chinese burritos right now and make money
Stocklabs is just a fancy screen for untalented nerds, when the trumpmeister just relies on pure instinct. Very heavily long BIDU.