@quant.papers: A 138,330,342% stock trading strategy, explained with a vampire. 🧛 A former MIT physicist and D. E. Shaw quant split every trading day in two: the night and the day. Micron since 1990, nights only: +138,330,342% Days only: −99.92% Just holding it: about 1,100 times your money All on paper, before trading costs. The same split shows up in 21 stock indices around the world. Paper: "Strikingly Suspicious Overnight and Intraday Returns" #quant #finance #quantfinance #trading

Quant Papers
Quant Papers
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Monday 05 October 2026 00:41:50 GMT
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skyblue7068
Skyblue :
is why vampire always have that old money they are night traders
2026-10-07 11:25:53
0
mvpbox
MVP Box LLC :
That’s because large players get to trade after hours
2026-10-05 03:00:53
74
edmundway2
EDMUNDWAY2 :
please share the paper, thanks.
2026-10-07 15:04:59
0
johncasey919
John Casey919 :
You CAN'T buy the stock every night and sell it every morning.
2026-10-05 04:33:55
13
paulfarthing4
Fartho88 :
Send the paper
2026-10-07 11:41:36
0
ohreally1989
OhReally? :
is it "A Tug of War: Overnight Versus Intraday Expected Returns" by Dong Lou, Christopher Polk, and Spyros Skouras"? if not, please send me the paper.
2026-10-07 16:58:23
0
alejandrodz70
Alejandro :
I would like to read the paper
2026-10-07 16:18:35
0
user9014596736152
Crunky :
If this continues to be true shouldn’t everyone with the information be able to make vast sums of money!
2026-10-05 02:37:29
18
gtownhammer
user4843118286816 :
Net of trading fees?
2026-10-05 22:08:51
0
roguebludger
roguebludger :
buy fore for close sell after open easy money
2026-10-05 22:03:29
1
thewho84
The Who :
Yes. Send it
2026-10-05 02:25:07
0
barrycunningham18
Barry Cunningham :
Paper please
2026-10-05 12:57:21
0
001bokeh
. :
Send me the paper
2026-10-05 19:23:59
0
marvinmckellar
Vibes Now :
Please send the paper
2026-10-05 16:47:29
0
bromezzz
Bromezzz :
Yes please
2026-10-05 14:28:16
0
centripetal__007
Sail the Sea w/ Rocket&Bennie :
paper
2026-10-05 13:37:42
0
davehudsonf
davehudson :
Covered call ETFs indirectly benefit by writing 0DTE calls during the day, retaining overnight exposure and monetizing intraday volatility.
2026-10-05 03:24:20
8
xaleog
Xale :
Paper
2026-10-05 14:05:06
0
morrisbc84
morrisbc84 :
yes, please send the paper
2026-10-05 12:55:57
0
andrewp_cali
Andrew :
Yes, please send
2026-10-05 05:13:22
2
angryandrewmain
AngryAndrew :
Yes paper
2026-10-05 05:04:02
1
markknapp05
markknapp05 :
Large Institutional investors have a vested interest in keeping or eroading gains during the day sessions betting against retail investors. 😏
2026-10-05 08:26:08
1
rockyrajv
Rajvrocky :
Share the paper
2026-10-05 03:12:52
1
imperialbhutan0
imperialbhutan0 :
Paper
2026-10-07 11:29:44
0
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