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#quantitativeinvesting - Changingmarketstrategies

Market Sentiment and an Overnight Anomaly – Quantpedia Explains (Video Series)

By Quantitative Research
Have you ever watched a stock’s movements breathlessly during the trading day, from market open to close, only to realize that bigger movements sometimes happen overnight? Have you ever wondered what happens when you combine the effects of market sentiment with the overnight anomaly?  Why would you even wonder such a thing? A recent Seeking Alpha article called this phenomenon...
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