http://alephblog.com/2008/01/08/make-money-while-you-sleep/ Helping Institutions and Ordinary People Invest Better by Focusing on Risk Control Sun, 12 Feb 2012 18:05:33 +0000 hourly 1 http://wordpress.org/?v=3.3.1 http://alephblog.com/2008/01/08/make-money-while-you-sleep/comment-page-1/#comment-26995 alephblog » Blog Archive » Make Money While You Sleep — II Tue, 29 Jun 2010 00:35:41 +0000 http://alephblog.com/2008/01/08/make-money-while-you-sleep/#comment-26995 [...] commenter on last night’s post commented that it might not be the risk of holding stock overnight as much as the possibility or [...] [...] commenter on last night’s post commented that it might not be the risk of holding stock overnight as much as the possibility or [...]

]]> http://alephblog.com/2008/01/08/make-money-while-you-sleep/comment-page-1/#comment-16430 Josh Stern Tue, 08 Jan 2008 16:23:04 +0000 http://alephblog.com/2008/01/08/make-money-while-you-sleep/#comment-16430 I like the risk idea but it should be tested against other hypotheses. A competing idea is that more material information is released outside of normal trading hours. As a proxy for measuring that, one could count the proportion of Business Wire stories that are followed within and outside normal trading hours. I like the risk idea but it should be tested against other hypotheses. A competing idea is that more material information is released outside of normal trading hours. As a proxy for measuring that, one could count the proportion of Business Wire stories that are followed within and outside normal trading hours.

]]> http://alephblog.com/2008/01/08/make-money-while-you-sleep/comment-page-1/#comment-16429 BriG Tue, 08 Jan 2008 15:49:30 +0000 http://alephblog.com/2008/01/08/make-money-while-you-sleep/#comment-16429 Unfortunately this is starting to become well known. Last year was fairly dramatic for night holding vs day. As for holding only over gaps larger than overnight, that was roughly market perform (Disregarding commissions and slippage) Unfortunately this is starting to become well known. Last year was fairly dramatic for night holding vs day. As for holding only over gaps larger than overnight, that was roughly market perform (Disregarding commissions and slippage)

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