davelansing2004
Newbie
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Hello all, first time post. Been lurking for awhile, must say that this site is much more conducive to "better one's trading" than several of the larger US-based trading forums.
Couple of questions:
1) is there a website that has historical overnight equity data for the US markets?
2) I'm interested in studying the effects of extreme high/low overnight moves on subsequent daily moves for any given stock. The most obvious would be whether an extreme down move o/n leads to a tradable short position off the open on the following day- and vice versa (extreme upmove o/n leads to a tradable long position on the following day. Can anyone point to data/studies/books that describes this research. I'd be happy to submit any of my research for the perusal of the T2W members.
thanks.
Dave
Couple of questions:
1) is there a website that has historical overnight equity data for the US markets?
2) I'm interested in studying the effects of extreme high/low overnight moves on subsequent daily moves for any given stock. The most obvious would be whether an extreme down move o/n leads to a tradable short position off the open on the following day- and vice versa (extreme upmove o/n leads to a tradable long position on the following day. Can anyone point to data/studies/books that describes this research. I'd be happy to submit any of my research for the perusal of the T2W members.
thanks.
Dave