Fun With Numbers: Daily Trading Patterns for the S&P 500
Back in 2012 and 2013, I wrote pieces describing some interesting daily trading patterns in the S&P 500 (SPY). The effects looked big enough to matter. In particular, Mondays and Tuesdays showed outsized performance differences from other days in the week. The performance divergences were very large in the first 5 months of 2013 as … Read more