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macrocephalopod's profile
macrocephalopod
macrocephalopod
macrocephalopod
@macrocephalopod

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macrocephalopod

@macrocephalopod

Paul Allen, Vice President M&A, Pierce & Pierce (Sie/Hir) | Vegan | Silence is Violence | Women’s Rights Are Human Rights | ACAB (Assigned Cephalopod At Birth)

Joined December 2020

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    1. Lily.wav‏ @nope_its_lily 18 Feb 2021

      2 AM ramp is real

      14 replies 0 retweets 52 likes
      Show this thread
    2. Lily.wav‏ @nope_its_lily 18 Feb 2021

      @saah1lk @Ksidiii if you ever wanna do a fun backtest I wonder what the EV of going long ES from 1-3 AM is

      10 replies 0 retweets 26 likes
      Show this thread
    3. Inko Capital‏ @InkoCapital 18 Feb 2021
      Replying to @nope_its_lily @saah1lk @Ksidiii

      Usually it’s at the exact 1am, 2am, 3am when ramp hits have noticed.

      1 reply 0 retweets 0 likes
    4. Lily.wav‏ @nope_its_lily 18 Feb 2021
      Replying to @InkoCapital @saah1lk @Ksidiii

      It has to do with the European market/pre-market open.

      3 replies 0 retweets 3 likes
    5. macrocephalopod‏ @macrocephalopod 18 Feb 2021
      Replying to @nope_its_lily @InkoCapital and

      Interesting check for this hypothesis would be the ~3 weeks of the year when London/NY are 4 hours apart instead of 5 (realistically unlikely to be enough data though)

      1 reply 0 retweets 3 likes
    6. Jessica Nutt‏ @JessicaNutt96 26 Feb 2021
      Replying to @macrocephalopod @nope_its_lily and

      https://www.newyorkfed.org/research/staff_reports/sr917 … "Finally, the timing of overnight returns shifts predictably in response to exogenous variation in the arrival time of Asian investors due to daylight savings time asynchronicities"

      2 replies 1 retweet 14 likes
      macrocephalopod‏ @macrocephalopod 26 Feb 2021
      Replying to @JessicaNutt96 @nope_its_lily and

      Nice find!

      1:38 PM - 26 Feb 2021
      • 1 Like
      • Stoned Jerome Powell
      1 reply 0 retweets 1 like
        1. Jamie Pastore v9‏ @JamiePastore9 26 Feb 2021
          Replying to @macrocephalopod @JessicaNutt96 and

          Jamie Pastore v9 Retweeted Jamie Pastore v9

          Someone pulled up individual names over the last two years with this strategyhttps://twitter.com/JamiePastore9/status/1365058182394052618 …

          Jamie Pastore v9 added,

          Jamie Pastore v9 @JamiePastore9
          And made a spreadsheet with individual names from the last two years if you want a good laugh https://docs.google.com/spreadsheets/d/1SM2hRW_xb-u1R9ItfBNfZi8lKvBTcfkhsczSzQtkhoU/edit#gid=1681734653 …
          Show this thread
          0 replies 0 retweets 0 likes
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