A Detailed Look at the "Night Effect" with Bruce Lavine
Excess Returns
00:00
Are You Getting More of a Better Risk Adjusted Return?
You're getting more of the return at night, but less of the volatility. So there are certain market environments where this tends to be more or less present. In times when the day session is running hot, this can lag and we saw that right after we launched. The F&T was at 3600 by August 15. It was at 4300. And we lagged and most of that bounce came during the day.
Transcript
Play full episode
